Hello @Shreyansh Jarged,
Welcome to the MS Q&A platform.
The output clause is not currently supported in Synapse.
Output clause currently applies to on-prem SQL, Azure SQL DB, and Azure SQL managed instances.
I would recommend submitting feature request feedback for the output clause in the synapse IDEAS forum: https://feedback.azure.com/d365community/forum/1219ec2d-6c26-ec11-b6e6-000d3a4f032c
All the feedback shared in this forum is actively monitored and reviewed by the Synapse engineering team, who will prioritize them based on the number of requests.
Also, please share the link once the feedback is posted so that we can pass the feedback to respective product owners for further review.
I hope this info helps.
Document:
https://learn.microsoft.com/en-us/sql/t-sql/queries/output-clause-transact-sql?view=sql-server-ver16
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