What is Azure Firewall - A fully stateful firewall as a service. Before you can deploy Azure Firewall you need to register the provider in your subscription : https://docs.microsoft.com/en-us/azure/firewall/public-preview Register-AzureRmProviderFeature -FeatureName AllowRegionalGatewayManagerForSecureGateway -ProviderNamespace Microsoft.Network Register-AzureRmProviderFeature -FeatureName AllowAzureFirewall -ProviderNamespace Microsoft.Network It can take up to 30 minutes for the feature registration to complete The easy way to get going and play with Azure Firewall is to use the quickstart template https://github.com/Azure/azure-quickstart-templates/tree/master/101-azurefirewall-sandbox