Cross Database Query between Azure SQL Database and SQL Server Database Can we built a Cross database query for Insert, Update and Delete between SQL Server and Azure SQL DB and vice versa?
No. In fact, a traditional cross database query isn't possible. You can set up a mechanism for querying between two Azure SQL Databases, but it's not the traditional mechanism. I have a blog post on how that works and there are links there to the documentation. However, even with that, you can't combine it to a query with on-premises SQL Server.