My WordPress blog automatically redirect to m.mydomainname.com when try to access via mobile device. But m.mydomainname.com is empty. And also I did not create that type of sub domain. So I don’t want that redirection. How I stop it?
Do you have a plugin installed that offers mobile redirection?
Is it a feature that is built into your theme?
AFAIK WordPress doesn’t do this out of the box.
Do you maybe have a plugin which is doing this for you?
No I don’t use any mobile redirection plugin. I use only following plugins.
Affiliate Link Cloaking
Akismet
Allow PHP in Posts and Pages
Broken Link Checker
CommentLuv
Contact Form 7
FD Feedburner Plugin
FV Code Highlighter
Smart Archives Reloaded
WordPress SEO
And also my theme doesn’t have this type of option. 
No I don’t use that type of plugin. I mentioned here plugins what I used.
Just to be on the safe side, please disable all of your plugins.
As you disable each one, check if the problem still persists.
Then please post back here with your results.