20m records doesn't seem like a huge number for a MySQL table. ISAM and InnoDB have (I think) 2^32 record limit (2^64 depending on set up) and 64TB limit respectively. If all records could potentially be queried, then maybe have them in one table. If records could be archived after a certain date for example, then that should speed up queries - no point searching records you know won't be included in query results. Depending on how your data is structured, you may benefit from partitioning your table, which effectively divies up your table into smaller tables, although that's not a good description. I read somewhere that user-defined partitioning was undergoing a makeover in MySQL 8.0 - so be aware and read all the docs if you go down this route.
It will obviously be slower the more records the engine has to search - probably non-linearly. It depends on your indexes and the nature of your datatypes and content. You need a firm handle on these and research the relevant engines available to you.
I have understood you perfectly. Since the more the records, the longer it takes to search, I was thinking that it would be efficient to split the records among several tables or you think it will not make any difference.