Rolling Back Stored Procedures in Entity Framework
The rollback will rollback all opening (active) transaction. In case using Entity Framework, EF always auto create an root (outermost) transaction, so that the rollback inside a stored proc will rollback the transaction created by EF as well and it will cause error.

There is a way to get over, using Save point -> see https://msdn.microsoft.com/en-us/library/ms188378.aspx

I've applied the template save point for EF and it works well.