Hi Leicham,
In your scenario, you want to use Azure AD authentication to authenticate to a On-Premise SQL Server. Right?
If so, as I know for current On-Premise SQL Server, it only supports Windows Authentication and SQL Server Authentication. Windows authentication depends on Kerberos (or NTLM), which needs an Active Directory domain to authenticate the user in. Azure Active
Directory does not handle Kerberos tokens.
Thereby, I'm afraid it is not supported to use Azure AD authentication to authenticate to a On-Premise SQL Server right now.
Thanks,
Xi Jin.
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