In general computing, the term firewall is a network security device or a software program that monitors traffic to or from your network. It allows or blocks traffic based on a definite set of security rules. A firewall typically establishes a barrier between a trusted and an untrusted network such as internet. According to the shared responsibilities for cloud computing, while Microsoft is responsible for maintaining the security of the infrastructure on which the cloud runs, users are also responsible for the resources that they use on cloud. There are measures to tackle security challenges in the cloud as well, just like the firewall in your Windows PC that you might have encountered on multiple occations warning you about certain applications in the same way Azure Firewall is one such network security service from Microsoft that monitors and takes action for unwanted network activities on cloud . Since the azure firewall is a cloud-based service it has the capacity to be highly available and can be scaled up as and when required. Azure Firewall gives a unified solution to create and enforce policies for secure network connection across subscriptions and services in azure. There is also an azure web application firewall while the azure firewall looks over the whole cloud, the azure web application firewall works specifically to protect web apps against vulnerabilities.