So Microsoft has done something pretty dumb with the Azure VMs which are running Microsoft SQL Server. By default the front end firewall (the one that allows or blocks traffic from the public Internet to the VMs) allows traffic to the default SQL Server port 1433. At first this is fine, until you change the firewall port on the Windows firewall to allow the other VMs to connect to SQL. Now you’ve got a problem as the public firewall is open, and your Windows firewall is open, so anyone who attempts to connect to the SQL port 1433 from the outside will have direct access to the SQL Server instance.
So when creating VMs which will be running SQL Server that you are creating from the default SQL Server template you’ll need to go into the Azure portal and change the firewall endpoints. Do to this edit the properties of the VM, and edit the settings. Then edit the Endpoints.
If you see the “SQL Server” endpoint as shown below, and you’ve disabled the Windows Firewall on the VM from blocking TCP port 1433, then the entire public Internet has access to your SQL Server VM.
To remove this mouse over the SQL Server endpoint and click the menu button shown below, then click “Delete” from the context menu that appears.
For each SQL Server VM that you’ve deployed using Microsoft’s SQL VM Template.
If you’ve setup SQL Server VMs in Azure within the last couple of months you’ll want to go and check the Azure Endpoints and make sure you don’t have a firewall hole that you weren’t expecting. I’ve spoken to Azure team at Microsoft about this and the default template is being fixed so that it isn’t setup this way any more, if it isn’t fixed already.