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DECLARE @MyValue int

SELECT @MyValue = Column1 WHERE Column2 > 50

IF @MyValue IS NULL
BEGIN
    RAISEERROR('This is my custom message from SQL.', 16, 1)
END
ELSE
   SELECT MyValue
END

Use an error code within 11-16, or just use 16 for a “general” case.

RAISERROR('This is my custom message from SQL.',16,1)

Why? Here’s summary of https://docs.microsoft.com/en-us/sql/relational-databases/errors-events/database-engine-error-severities?view=sql-server-2017:

SQL RAISERROR -> C#:

• 0-10 = fyi*
• 11-16 = you can fix it**
• 17-19 = get admin help
• 20-24 = definitely get admin help***

*(don’t throw anything) ┬──┬

**(16 = general)

***(fatal error)

Thanks hchiam

try
{
    // Write your data access code here
}
catch (SqlException ex)
{
    string errorMessage =  ex.Message;
    int errorCode =  ex.ErrorCode;
}