Можете да използвате изходни параметри с sp_executesql.
DECLARE @dbName nvarchar(128) = 'myDb'
DECLARE @siteId int
DECLARE @SQL nvarchar(max) = N'SELECT TOP 1 @siteId = Id FROM ' + quotename(@dbName) + N'..myTbl'
exec sp_executesql @SQL, N'@siteId int out', @siteId out
select @siteId