Today, I worked on a service request that our customer asked about to use their own certificate to connect to Azure SQL Database.
Nowadays, there is not possible to use your own certificates to connect to your Azure SQL Database. Azure SQL Database implements by itself an own certificate as you could find in this documentation: https://docs.microsoft.com/es-es/azure/sql-database/sql-database-security-overview
Bringing your own key for certificates you could use these features:
- TDE, Transparent data encryption: https://docs.microsoft.com/es-es/azure/sql-database/transparent-data-encryption-azure-sql bringing your own key.
- Always Encrypted: https://docs.microsoft.com/es-es/azure/sql-database/sql-database-always-encrypted
- If you want to encrypt the data by your own: https://blogs.msdn.microsoft.com/azuresqldbsupport/2017/09/21/using-certificates-in-azure-sql-database-import/
Other options that you have Azure Active Directory and Application Token authentication - https://docs.microsoft.com/en-us/azure/sql-database/sql-database-aad-authentication