Creating a Maintenance Plan for a SQL Azure Database
Instead of creating a maintenance plan on a local SQL Server instance to perform maintenance tasks on an Azure SQL database, consider creating a runbook using Azure Automation. The runbook should run  a PowerShell script like the following:

$AzureSQLServerName = "&lt;ServerName&gt;"
$AzureSQLDatabaseName = "&lt;DatabaseName&gt;"

$AzureSQLServerName = $AzureSQLServerName + ".database.windows.net"
$Cred = Get-AutomationPSCredential -Name "SQLLogin"
$SQLOutput = $(Invoke-Sqlcmd -ServerInstance $AzureSQLServerName -Username $Cred.UserName -Password $Cred.GetNetworkCredential().Password -Database $AzureSQLDatabaseName -Query "exec [dbo].[AzureSQLMaintenance] @Operation='all' ,@LogToTable=1" -QueryTimeout 65535 -ConnectionTimeout 60 -Verbose) 4&gt;&amp;1

Write-Output $SQLOutput


Please read detailed information here.