Update Query with INNER JOIN between tables in 2 different databases on 1 server

You could call it just style, but I prefer aliasing to improve readability.

UPDATE A    
  SET ControllingSalesRep = RA.SalesRepCode   
from DHE.dbo.tblAccounts A
  INNER JOIN DHE_Import.dbo.tblSalesRepsAccountsLink RA
    ON A.AccountCode = RA.AccountCode

For MySQL

UPDATE DHE.dbo.tblAccounts A 
  INNER JOIN DHE_Import.dbo.tblSalesRepsAccountsLink RA 
      ON A.AccountCode = RA.AccountCode 
SET A.ControllingSalesRep = RA.SalesRepCode