Secure credential management is essential to protect data in the cloud. With Azure Key Vault, you can encrypt keys and small secrets like passwords that use keys. Azure Data Factory is now integrated with Azure Key Vault.
You can store credentials for your data stores and computes referred in Azure Data Factory ETL (Extract Transform Load) workloads in an Azure Key Vault. Simply create Azure Key Vault linked service and refer to the secret stored in the Key vault in your data factory pipelines.
Read about it in the Azure blog.