SQL Server 2008 R2 High CPU We are having a SQL Server R2 Web Edition database, based on Windows Server 2008 R2 with a strong CPU and 32GB RAM DDR3.

Our database works very hard (we run around 600,000 queries in 1 minute) and its CPU is going crazy (25% to 90%).

I was looking after slow queries, found some, fixed them, some other I just canceled to check if it will help, but it didnt, CPU is still very high.

I was wondering what else could it be? I am not a DBA, but I am working with a very experiense one, he create all the indexes and re-configured the DB, but CPU is still very high, and this DBA (with more than 20 year of experiense) is kind of hopeless and dont really know how to find the problem.

I was wondering, could it be caching problem? like that queries are not cached?

Anyone know what can it be? what could we do? how can we investigate it?

Maybe its just the high amount of queries?

I'd love to get every small piece of information you can give!
I would recommend starting with a methodology like Waits and Queues. But at 10k queries per second you should expect some CPU to burn. Whether it's more than it should be is really hard to tell just from the info you gave. The methodology linked will at least help you find bottlenecks. 

The biggest bang for the buck would probably be... not to send 10k queries a second. Cache in the client. Look at How StackOverflow Scales with SQL Server and see how SE caches as much as possible in the web tier layer before hitting the server.

Just in case, do a couple of DBCC SQLPERF ('SPINLOCKSTATS') and see if anything stands out.