try like this
Create PROCEDURE [dbo].[sp_InsertinTwoTables]
@param1 varchar(MAX),
@param2 varchar(20),
@param3 varchar(10)
as
BEGIN
BEGIN TRY
BEGIN TRANSACTION
Insert into table1 (col1,col2,col3) values (@param1,@param2,@param3)
Insert into table2 (col1,col2,col3) values (@param1,@param2,@param3)
COMMIT TRAN
END TRY
BEGIN CATCH
IF @@TRANCOUNT > 0
ROLLBACK TRAN
END CATCH
END