Azure is getting even more secure through the release of the Azure Private Link.
Azure Private Link provides private connectivity from a virtual network to Azure services, customer-owned or Microsoft partners services.
This means you can for example consume services like storages, databases, etc. within a VNet, without exposing the data to the Internet. All traffic to the service can be routed through the private endpoint, so no gateways, NAT devices, ExpressRoute or VPN connections, or public IP addresses are needed. Private Link keeps traffic on the Microsoft global network.
The configuration is straight forward. In the networking settings of the resource, you select Private endpoint for the connectivity method and create a new endpoint.
Note: at the time of this writing, Azure Private Link is available only in the US region.
Check here the availability for other regions.
Trying to configure Azure Private Link in a region where the feature is not available will generate this message: