SQL is a procedural language

Structured Query Language (SQL) is a set-based language as opposed to a procedural language. It is the defacto language of relational databases. 

The difference between a set-based language vs. a procedural language is that in a set-based language you define what set of data you want or want to operate on and the atomic operation to apply to each element of the set. You leave it up to the Database process to decide how best to collect that data and apply your operations. In a procedural language, you basically map out step by step loop by loop how you collect and update that data.