How to Use Azure Disk Encryption to Encrypt Virtual Machines
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Usually, when deployed, Azure VMs don't have BitLocker (a volume encryption feature) enabled. This may contradict your corporate security policy. To address that, you can use Azure Disk Encryption to encrypt Windows or Linux Azure VMs with BitLocker or DM-Crypt. However, to complete the process, you will need a secret and a key.
Read the article by Romain Serre, a Microsoft MVP, on how to tighten your security by encrypting Azure VMs via Azure Disk Encryption.