There is a way to check it outside of the SP.

If you know columns of the result set of your SP, you can check it by using a temp table as follow:

First you need to create the temp table with columns same as the result set of the SP:

Create Table #TmpTb(Col1 varchar, Col2 Int, ...);

Insert Into #TmpTb Exec SP_Name parameters;

IF NOT Exists (Select * from #TmpTb)

Begin

-- the SP returns no row!

End