diff --git a/metadata-ingestion/src/datahub/ingestion/source/sql/mssql/source.py b/metadata-ingestion/src/datahub/ingestion/source/sql/mssql/source.py
index 657c53dcdc0..a14b9719918 100644
--- a/metadata-ingestion/src/datahub/ingestion/source/sql/mssql/source.py
+++ b/metadata-ingestion/src/datahub/ingestion/source/sql/mssql/source.py
@@ -936,25 +936,25 @@ class SQLServerSource(SQLAlchemySource):
         url = self.config.get_sql_alchemy_url()
         logger.debug(f"sql_alchemy_url={url}")
         engine = create_engine(url, **self.config.options)
-        with engine.connect() as conn:
-            if self.config.database and self.config.database != "":
-                inspector = inspect(conn)
-                yield inspector
-            else:
+
+        if self.config.database and self.config.database != "":
+            inspector = inspect(engine)
+            yield inspector
+        else:
+            with engine.begin() as conn:
                 databases = conn.execute(
                     "SELECT name FROM master.sys.databases WHERE name NOT IN \
                   ('master', 'model', 'msdb', 'tempdb', 'Resource', \
                        'distribution' , 'reportserver', 'reportservertempdb'); "
-                )
-                for db in databases:
-                    if self.config.database_pattern.allowed(db["name"]):
-                        url = self.config.get_sql_alchemy_url(current_db=db["name"])
-                        with create_engine(
-                            url, **self.config.options
-                        ).connect() as conn:
-                            inspector = inspect(conn)
-                            self.current_database = db["name"]
-                            yield inspector
+                ).fetchall()
+
+            for db in databases:
+                if self.config.database_pattern.allowed(db["name"]):
+                    url = self.config.get_sql_alchemy_url(current_db=db["name"])
+                    engine = create_engine(url, **self.config.options)
+                    inspector = inspect(engine)
+                    self.current_database = db["name"]
+                    yield inspector
 
     def get_identifier(
         self, *, schema: str, entity: str, inspector: Inspector, **kwargs: Any