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Troubleshooting Firewall Issues with Azure SQL MI

Emanuele Meazzo sees a problem pop up regularly:

Here is something that will save you lots of time and headaches when trying to connect to Azure SQL Managed Instances, especially from onprem servers or from other clouds; I had to repeat this multiple times to multiple actors, so I know it will happen to someone else too.

In most cases, “Connect Timeout” and/or “Cannot open server xxx requested by the login; Login failed” errors are caused by the firewall configuration and a lack of understanding the SQLMI networking model, let me explain:

Read on for that explanation.