diff --git a/doc/source/whatsnew/v1.5.0.rst b/doc/source/whatsnew/v1.5.0.rst
index 7e470a51858ce..d340e82776274 100644
--- a/doc/source/whatsnew/v1.5.0.rst
+++ b/doc/source/whatsnew/v1.5.0.rst
@@ -259,7 +259,7 @@ Performance improvements
 - Performance improvement in :func:`merge` when left and/or right are empty (:issue:`45838`)
 - Performance improvement in :meth:`DataFrame.join` when left and/or right are empty (:issue:`46015`)
 - Performance improvement in :class:`DataFrame` and :class:`Series` constructors for extension dtype scalars (:issue:`45854`)
--
+- Performance improvement in :meth:`io.sql.SQLDatabase.execute` which streams results when chunking is enabled (:issue:`40847`)
 
 .. ---------------------------------------------------------------------------
 .. _whatsnew_150.bug_fixes:
diff --git a/pandas/io/sql.py b/pandas/io/sql.py
index e004e9c1ecbcc..0f56180f276e7 100644
--- a/pandas/io/sql.py
+++ b/pandas/io/sql.py
@@ -1382,9 +1382,27 @@ def run_transaction(self):
         else:
             yield self.connectable
 
-    def execute(self, *args, **kwargs):
-        """Simple passthrough to SQLAlchemy connectable"""
-        return self.connectable.execution_options().execute(*args, **kwargs)
+    def execute(self, chunksize: int = 0, *args, **kwargs):
+        """
+        Simple passthrough to SQLAlchemy connectable
+
+        Parameters
+        ----------
+        chunksize : int, default 0
+            Specify the number of rows in each batch to be written at a time.
+            By default, all rows will be written at once.
+        
+        Returns
+        -------
+        Results Iterable
+        """
+        if chunksize > 0:
+            # See: https://pythonspeed.com/articles/pandas-sql-chunking/
+            return self.connectable.execution_options(stream_results=True).execute(
+                *args, **kwargs
+            )
+        else:
+            return self.connectable.execution_options().execute(*args, **kwargs)
 
     def read_table(
         self,