You should try using db_query arguments.
<?php $query = db_query('SELECT (field_data_field_url.entity_id) FROM field_data_field_url WHERE field_data_field_url.field_url_value = :url', array(':url' => $url)); ?>
You can alsow try using db_select() function.
<?php
$select = db_select('field_data_field_url', 'fdfu'); // fdfu is an alias
$select->fields('fdfu', array('entity_id'));
$select->condition('field_url_value', $url);
$query = $select->execute();
foreach($query as $result) {
echo $record->entity_id;
}
?>