Today we’re letting our customers know about our upcoming Data Subject Request (DSR) processing capability in the Azure portal, which will provide tenant admins a simple, powerful tool to quickly fulfill the Data Subject Requests that are central to compliance with the European Union General Data Protection Regulation (GDPR). We will fully support these DSR capabilities before May 25, 2018, the date when enforcement of the GDPR begins and when Microsoft has committed to be GDPR compliant across our cloud services.
The GDPR is the most significant change to EU privacy law in two decades and sets a new global standard for privacy rights, governing the handling and use of personal data. A fundamental tenet of the GDPR is the set of rights it grants individuals, or data subjects, in connection with their personal data collected by an organization (known as the data controller).

Read about it in the Azure blog.