1. Install dependencies

# apt-get install php5-dev

2. Download xhprof source

$ cd /tmp
$ git clone git://github.com/facebook/xhprof.git

3. Install xhprof PHP extension

$ cd xhprof/extension
$ phpize
$ ./configure
$ make
# make install
# echo "extension=xhprof.so" > /etc/php5/conf.d/xhprof.ini
# echo "xhprof.output_dir=/tmp" >> /etc/php5/conf.d/xhprof.ini
# service apache2 restart

4. Install XHProf module in Drupal

a. Install in Drupal 6.x
# cp -a /tmp/xhprof/xhprof_* /var/www/
$ cd myproject
$ drush dl devel
$ go to admin/settings/devel
$ Enable profiling
$ Set xhprof directory: /var/www
$ Set XHProf URL: http://localhost/xhprof_html

b. Install in Drupal 7.x
$ cd myproject/
$ drush dl XHProf-7.x-1.x-dev
$ drush en -y xhprof
$ go to: admin/config/development/xhprof
$ Enable profiling

Blessings!