How to add 'ON DELETE CASCADE' in ALTER TABLE statement

As explained before:

ALTER TABLE TABLEName
drop CONSTRAINT FK_CONSTRAINTNAME;

ALTER TABLE TABLENAME
ADD CONSTRAINT FK_CONSTRAINTNAME
    FOREIGN KEY (FId)
    REFERENCES OTHERTABLE
        (Id)
    ON DELETE CASCADE ON UPDATE NO ACTION;

As you can see those have to be separated commands, first dropping then adding.

You can not add ON DELETE CASCADE to an already existing constraint. You will have to drop and re-create the constraint. The documentation shows that the MODIFY CONSTRAINT clause can only modify the state of a constraint (i-e: ENABLED/DISABLED...).

First drop your foreign key and try your above command, put add constraint instead of modify constraint. Now this is the command:

ALTER TABLE child_table_name 
  ADD CONSTRAINT fk_name 
  FOREIGN KEY (child_column_name) 
  REFERENCES parent_table_name(parent_column_name) 
  ON DELETE CASCADE;