Azure Analysis Services (Azure AS) is designed with security in mind and takes advantage of the security features available on the Azure platform. For example, integration with Azure Active Directory (Azure AD) provides a solid foundation for access control. Any user creating, managing, or connecting to an Azure Analysis Services server must have a valid Azure AD user identity. Object-level security within a model enables you to define permissions at the table, row, and column levels. Moreover, Azure AS uses encryption to help safeguard data at rest and in transit within the local data center, across data centers, between data centers and on-premises networks, as well as across public Internet connections. The combination of Transport Layer Security (TLS), Perfect Forward Secrecy (PFS), and RSA-based 2,048-bit encryption keys provides strong protection against would-be eavesdroppers.
However, keeping in mind that Azure Analysis Services is a multi-tenant cloud service, it is important to note that the service accepts network traffic from any client by default. Do not forget to harden your servers by taking advantage of basic firewall support. In the Azure Portal, you can find the firewall settings when you display the properties of your Azure AS server. Click on the Firewall tab, as the following screenshot illustrates. You must be a member of the Analysis Services Admins group to configure the firewall.
Read about it in the Azure blog.