Error in DELETE statement in Access.DBEngine

The code below works fine for UPDATE statements but throws an error for DELETE.

ReadOnly = 0;
Options = 0;
Access = actxserver('Access.Application');
db = Access.DBEngine.OpenDatabase('',Options,ReadOnly,ConnStr);
db.Execute('DELETE FROM TableName');

Error using Interface.Microsoft_Office_14.0_Access_Database_Engine_Object_Library.Database/Execute

Any ideas what I am missing?

Just to clarify, the code works on ACCESS database but fails in SQL Server.