Last executed queries for a specific database

This works for me to find queries on any database in the instance. I'm sysadmin on the instance (check your privileges):

SELECT deqs.last_execution_time AS [Time], dest.text AS [Query], dest.*
FROM sys.dm_exec_query_stats AS deqs
CROSS APPLY sys.dm_exec_sql_text(deqs.sql_handle) AS dest
WHERE dest.dbid = DB_ID('msdb')
ORDER BY deqs.last_execution_time DESC

This is the same answer that Aaron Bertrand provided but it wasn't placed in an answer.

Following works perfectly for me : hope this helps

SELECT
    deqs.last_execution_time AS [Time], 
    dest.TEXT AS [Query]
 FROM 
    sys.dm_exec_query_stats AS deqs
    CROSS APPLY sys.dm_exec_sql_text(deqs.sql_handle) AS dest
ORDER BY 
    deqs.last_execution_time DESC