diff --git a/lib/active_record/connection_adapters/sqlserver/database_statements.rb b/lib/active_record/connection_adapters/sqlserver/database_statements.rb
index a3fbe0126..ffc6b604e 100644
--- a/lib/active_record/connection_adapters/sqlserver/database_statements.rb
+++ b/lib/active_record/connection_adapters/sqlserver/database_statements.rb
@@ -44,6 +44,10 @@ def cast_result(result)
           result
         end
 
+        def returning_column_values(result)
+          result.rows.first
+        end
+
         # Returns the affected rows from results.
         def affected_rows(raw_result)
           column_name = lowercase_schema_reflection ? "affectedrows" : "AffectedRows"
diff --git a/test/cases/primary_keys_test_sqlserver.rb b/test/cases/primary_keys_test_sqlserver.rb
index 1de09790d..997f1231f 100644
--- a/test/cases/primary_keys_test_sqlserver.rb
+++ b/test/cases/primary_keys_test_sqlserver.rb
@@ -46,6 +46,40 @@ class PrimaryKeyIntegerTest < ActiveRecord::TestCase
   class Barcode < ActiveRecord::Base
   end
 
+  class CompositePrimaryKeyAutoGeneratedValuesTest < ActiveRecord::TestCase
+    self.use_transactional_tests = false
+
+    class CompositePkAutoValue < ActiveRecord::Base
+      self.table_name = :composite_pk_auto_values
+      self.primary_key = %i[id guid]
+    end
+
+    setup do
+      @connection = ActiveRecord::Base.lease_connection
+      @connection.execute "DROP TABLE composite_pk_auto_values" if @connection.table_exists?(:composite_pk_auto_values)
+      @connection.execute <<~SQL
+        CREATE TABLE composite_pk_auto_values (
+          id bigint IDENTITY(1,1) NOT NULL,
+          guid uniqueidentifier DEFAULT NEWID() NOT NULL,
+          CONSTRAINT PK_composite_pk_auto_values PRIMARY KEY (id, guid)
+        )
+      SQL
+    end
+
+    teardown do
+      @connection.execute "DROP TABLE composite_pk_auto_values" if @connection.table_exists?(:composite_pk_auto_values)
+    end
+
+    test "assigns all returned values when composite primary key columns are database generated" do
+      record = CompositePkAutoValue.create!
+      persisted = CompositePkAutoValue.last
+
+      assert_equal persisted.id, record.id
+      assert_equal persisted.guid, record.guid
+      assert_not_nil record.guid
+    end
+  end
+
   class Widget < ActiveRecord::Base
   end