Do insert/select with 2 different connections

Is it possible to do an insert/select (insert into db1.table1 select field, field, field from db2.table2) with db1 on server A and db2 on server B? I don’t see how to reference 2 connections in this scenario.

I am trying to avoid doing a select into an array and looping through it on connection 1 and then a separate insert statement for each on connection 2. Just seems…wordy.