This really helps if you want to see primary and foreign key constraints as well as rules around those constraints such as ON_UPDATE and ON_DELETE and the column and foreign column names all together:
SELECT tc.constraint_schema,tc.constraint_name,tc.table_name,tc.constraint_type,kcu.table_name,kcu.column_name,kcu.referenced_table_name,kcu.referenced_column_name,rc.update_rule,rc.delete_rule
FROM information_schema.table_constraints tc
inner JOIN information_schema.key_column_usage kcu
ON tc.constraint_catalog = kcu.constraint_catalog
AND tc.constraint_schema = kcu.constraint_schema
AND tc.constraint_name = kcu.constraint_name
AND tc.table_name = kcu.table_name
LEFT JOIN information_schema.referential_constraints rc
ON tc.constraint_catalog = rc.constraint_catalog
AND tc.constraint_schema = rc.constraint_schema
AND tc.constraint_name = rc.constraint_name
AND tc.table_name = rc.table_name
WHERE tc.constraint_schema = 'my_db_name'
You may even want to add in some further information about those columns, simply add this into the SQL (and select the columns you want):
LEFT JOIN information_schema.COLUMNS c
ON kcu.constraint_schema = c.table_schema
AND kcu.table_name = c.table_name
AND kcu.column_name = c.column_name