Suppose you have a set of codes and when a particular condition is true, you want to terminate or switch to another set of code, you can use Break commnad. I see sometimes people use return commnad for this. But there is a significant difference between these two. Consider this example

Usage of BREAK (select will be executed)

declare @i int
set @i=1
while 1=1
begin
	print @i
	if @i>10 break
	set @i=@i+1
end
select @i

Usage of RETURN (select will not be executed)

declare @i int
set @i=1
while 1=1
begin
	print @i
	if @i>10 return
	set @i=@i+1
end
select @i

So what happens is when break command is used, it just terminate the current block (created by if clause, while loop etc), but return will terminate the entire block