and i want to give interrupt via sending message from my mobile to gsm module.
That is NOT going to work. A text message does NOT arrive instantly. Texting a message to the Arduino, and then expecting to immediately react is nonsense.
Even if it made sense, an interrupt stops the code where it is executing, executes and interrupt handler, and then resumes executing right where it left off.
If you want the Arduino to do something different when a text message arrives, you need to use a different approach.
I'm guessing that you have a lot of delay()s and for loops that prevent loop() from executing as often as it should. Your program should have ZERO calls to delay() and ZERO for loops.