I lost track of my account when my question was moved to superuser.

I wasn't able to install Microsoft SQL Server 2005 Express Edition SP4 through automatic update so I downloaded the update from here and tried manual install, which was also failed with some error:

The components that you are trying to install are already installed

I checked the product version of sql server 2005 which returned 9.00.5000.00 through command Select @@version.

Now the question is, if the automatic update wasn't able to apply the SP4 patch then how come the version is updated to 9.00.5000.00 ?

There is no way to rollback or reinstall the patch as it takes the entire SQL Server which came with Visual Studio 2005 to be re-installed.

Is there any other way I can verify that SP4 patch was properly applied?

Edit: I used MBSA Tool to analyze the required updates which confirms that the Microsoft SQL Server 2005 Express Edition SP4 is missing.