Below code will be using Expression Dependencies to find out the dependencies on a stored procedure. The advantage of expression dependencies are, they can find cross database dependencies also. But, if there is dynamic SQL, we have to go for searching in the sql_modules.
Reference URL
Objects referencing Stored procedure
SELECT OBJECT_SCHEMA_NAME ( referencing_id ) AS referencing_schema_name,
OBJECT_NAME(referencing_id) AS referencing_entity_name,
o.type_desc AS referencing_desciption,
COALESCE(COL_NAME(referencing_id, referencing_minor_id), '(n/a)') AS referencing_minor_id,
referencing_class_desc, referenced_class_desc,
referenced_server_name, referenced_database_name, referenced_schema_name,
referenced_entity_name,
COALESCE(COL_NAME(referenced_id, referenced_minor_id), '(n/a)') AS referenced_column_name,
is_caller_dependent, is_ambiguous
FROM sys.sql_expression_dependencies AS sed
INNER JOIN sys.objects AS o ON sed.referencing_id = o.object_id
WHERE referenced_id = OBJECT_ID(N'SchemaName.StoredProcedureName');
GO
Objects referenced in the Stored Procedure
SELECT OBJECT_NAME(referencing_id) AS referencing_entity_name,
o.type_desc AS referencing_desciption,
COALESCE(COL_NAME(referencing_id, referencing_minor_id), '(n/a)') AS referencing_minor_id,
referencing_class_desc,
referenced_server_name, referenced_database_name, referenced_schema_name,
referenced_entity_name,
COALESCE(COL_NAME(referenced_id, referenced_minor_id), '(n/a)') AS referenced_column_name,
is_caller_dependent, is_ambiguous
FROM sys.sql_expression_dependencies AS sed
INNER JOIN sys.objects AS o ON sed.referencing_id = o.object_id
WHERE referencing_id = OBJECT_ID(N'SchemaName.StoredProcedureName');
GO