Copy a large data from sql query result

You aren't going to be able to copy and paste like you want. However you do have several options. Simplest is to right click on the output and save as a CSV file. That assumes that you don't have an commas in your text data though.

Your next option (and probably best) is to use the export wizard. Right click on your database name, then Tasks, then Export Wizard

Your source will be the database you right clicked on.

Pick an excel destination.

Select the Write a query to specify the data to transfer.

Paste in your query

You can change the sheet name in your spreadsheet here.

Next is the list of mappings for you to review

And from here you can either run the package immediately or save the SSIS package for later use/fixes. If your export doesn't work the first time and you are at all familiar with SSIS I would save the package so you can go into it and make corrections outside the wizard.

Then just hit finish and finish again.

If you insist on Excel as the destination, then there are two easy options.

First, the native "sqlcmd.exe" or "bcp.exe" allows you to run a query and will automatically output it to a file. Assuming your data has no tabs, the tab delimited output will automatically input into Excel columns. If your data does have tabs, you'll need to choose another delimiter and have Excel select columns based on that during the import.

Second, drop your query into an SSRS (SQL Server Reporting Services) report, run it, click the arrow to the right of the floppy disk/save icon, and export to Excel. Millions of rows requires SSRS 2012, saving as .xlsx - unfortunately, even SSRS 2008 R2 doesn't allow for more than 64k rows. To automate, schedule the report.

References for these commands:

Technet sqlcmd entry

Technet bcp entry

social.msdn sqlcmd tab delimited forum post