不幸的是，SQL Azure当前不支持Windows身份验证(即集成安全性)，它仅支持SQL身份验证，用户应始终提供用户名和密码.

Unfortunatly SQL Azure currently does not support Windows Authentication right now (i.e: integrated security) and it only supports SQL Authentication where user should provide username and password all the time.

有关SQL Azure安全指南的更多信息，请查看下面的链接:

For more info on SQL Azure security guide lines take a look at the link below:

https://azure.microsoft.com/en-us/documentation/articles/sql-database-security-guidelines/

但是，如果您愿意使用预览，则Microsoft宣布了对Azure SQL数据库的Azure Active Directory登录支持的支持:

But if you are willing to use the preview, Microsoft has announced support for Azure Active Directory login support for Azure SQL Databases:

https://azure.microsoft.com/en-us/blog/preview-azure-ad-authentication-7/