Azure OpenAI Service Overview Azure OpenAI Service provides OpenAI's models (GPT-4o, GPT-4o mini, DALL-E 3, Whisper) hosted on Microsoft Azure infrastructure. It offers enterprise features: Managed Identity authentication (no API keys), VNET integration, Azure Policy compliance, content filtering, abuse monitoring, and regional data residency. Uses the same Python/TS SDK — just point it at your Azure endpoint. Azure vs OpenAI Direct | Feature | OpenAI (direct) | Azure OpenAI | |---|---|---| | Auth | API Key | API Key or Managed Identity | | Data residency | US primarily | Any Azure region | |…