Using Ensembl BioMart, select Ensembl Gene ID (under features) and Ensembl Exon ID (under Exon). Make sure these are the only two attributes selected and you'll get a list of ensembl gene id and exon ids associated with each other. Look up the ones you want on that list.

Probably most easily done in biomaRt in R; can look the associations up from the resultant data frame.

You can use the following mysql query:

mysql -u anonymous -h ensembldb.ensembl.org -P 5306 -D homo_sapiens_core_61_37f -A

use homo_sapiens_core_61_37f;

    select distinct
      XREF.display_label,
      EXONSTABLE.stable_id
    from
       external_db as EXTDB,
       xref as XREF,
       gene as GENE,
       exon as EXON,
       exon_stable_id as EXONSTABLE,
       exon_transcript,
       transcript
    where
       EXTDB.db_name="HGNC" and
       XREF.external_db_id = EXTDB.external_db_id and
       XREF.xref_id = GENE.display_xref_id and
      transcript.gene_id=GENE.gene_id and
      transcript.transcript_id= exon_transcript.transcript_id and
      exon_transcript.exon_id=EXON.exon_id and
      EXON.exon_id=EXONSTABLE.exon_id and
      EXONSTABLE.stable_id in ("ENSE00001849227")
    ;

    +---------------+-----------------+
    | display_label | stable_id       |
    +---------------+-----------------+
    | EIF4G1        | ENSE00001849227 | 
    +---------------+-----------------+

Hi,

Alternatively, you can use the Ensembl Perl API (http://www.ensembl.org/info/docs/api/index.html).

The following code:

#!/usr/bin/perl

use strict;
use Bio::EnsEMBL::Registry;

my $registry = "Bio::EnsEMBL::Registry";
$registry->load_registry_from_db(-host => 'ensembldb.ensembl.org', -user => 'anonymous');

my $gene_adaptor = $registry->get_adaptor("Human", "Core", "Gene");

my $exon_stable_id = "ENSE00001849227";

my $gene = $gene_adaptor->fetch_by_exon_stable_id($exon_stable_id);

print $gene->external_name, "\t", $gene->stable_id, "\t", $exon_stable_id, "\n";

will give you:

EIF4G1  ENSG00000114867 ENSE00001849227

Just to add to this- at the moment, Ensembl Exon IDs cannot be entered into BioMart as 'Filters'. However, the BioMart team is going to implement the Exon ID filter, so in the future, you would not have to go through the API.