What are the Different Ways to connect from Azure to On-Premise SQL Server?

Here I would like to list down the different ways to connect from Azure to On-Premise SQL Server.

VPN

We can create a site-to-site VPN for connecting from Azure to On-Premise.  Here the VPN device on Azure takes care of transmitting the request to the On-Premise network.

https://docs.microsoft.com/en-us/office365/enterprise/connect-an-on-premises-network-to-a-microsoft-azure-virtual-network

Azure Data Factory

Azure Data Factory requires running an Integration Runtime service in the On-Premise machine to make the connectivity happen.  It also requires Outbound port opening from On-Premise machine if there is any Outbound connection required back to the Azure SQL.

https://azure.microsoft.com/en-us/services/data-factory/

Azure Hybrid Connections

Hybrid Connections are created within the App Service.

https://docs.microsoft.com/en-us/azure/app-service/app-service-hybrid-connections

https://nishantrana.me/2018/02/19/using-azure-hybrid-connections-to-connect-to-sql-on-prem-database-from-azure-webjob/

Azure Service Bus Relays

Relays create endpoints on the On-Premise application which can be accessed by the Outside World.

Link: https://www.c-sharpcorner.com/article/overview-of-azure-service-bus-relay/

Express Route

Express Route is a highly secured option as it creates a new connectivity other than Public Internet.

https://docs.microsoft.com/en-us/azure/expressroute/expressroute-introduction

On-Premises Data Gateway

If you are using Logic Apps, Power BI then you can rely on On-Premise Data Gateway.  This involves installing the On-Premise Data Gateway on Azure & On-Premise too.

https://docs.microsoft.com/en-us/azure/logic-apps/logic-apps-gateway-install

https://www.codit.eu/blog/installing-and-configuring-on-premise-data-gateway-for-logic-apps/

Note

Depending on your Network Security guidelines choose the appropriate one.