I just answered another question where this question was bound as duplicate. I think it's worth to place my answer here too:
This is not possible. You can solve this with an INSTEAD OF TRIGGER
create table locations
(
id int identity(1, 1),
name varchar(255) not null,
parent_id int,
constraint pk__locations
primary key clustered (id)
)
GO
INSERT INTO locations(name,parent_id) VALUES
('world',null)
,('Europe',1)
,('Asia',1)
,('France',2)
,('Paris',4)
,('Lyon',4);
GO
--This trigger will use a recursive CTE to get all IDs following all ids you are deleting. These IDs are deleted.
CREATE TRIGGER dbo.DeleteCascadeLocations ON locations
INSTEAD OF DELETE
AS
BEGIN
WITH recCTE AS
(
SELECT id,parent_id
FROM deleted
UNION ALL
SELECT nxt.id,nxt.parent_id
FROM recCTE AS prv
INNER JOIN locations AS nxt ON nxt.parent_id=prv.id
)
DELETE FROM locations WHERE id IN(SELECT id FROM recCTE);
END
GO
--Test it here, try with different IDs. You can try WHERE id IN(4,3)
also...
SELECT * FROM locations;
DELETE FROM locations WHERE id=4;
SELECT * FROM locations
GO
--Clean-Up (Carefull with real data!)
if exists(select 1 from INFORMATION_SCHEMA.TABLES where TABLE_NAME='locations')
---DROP TABLE locations;