Extending your on-premises network to Azure is not constrained by initiating a VPN connection to Azure. Microsoft provides another method called ExpressRoute, using which you can create a private connection between your on-premises and Microsoft data centers. Unlike VPN connections, it does not create VPN tunnels over the internet to reach Azure services, as it is directly connected to Microsoft data centers.

By following this model, you can have a faster, more reliable, higher-security, lower-latency connection than the other options.

At present, ExpressRoute is supported in all Azure regions. However, you need to have an ExpressRoute national cloud peering that will act as the connectivity provider between your on-premises and Azure. Unfortunately, not all the countries have ExpressRoute national cloud peering, which means some countries do not benefit from this feature.