At this time there is no direct support for OLAP and CUBE processing on SQL Azure; alternatively with the HPC (High Performance Computing) attributes using multiple Worker roles, manually aggregation of the data can be achieved. It is interesting to see how OLAP cube processing can fit on cloud? Grid computing attribute of cloud can be used in processing of OLAP cubes. Grid computing is a type of parallel and distributed system that enables the sharing, selection, and aggregation of geographically distributed "autonomous" resources dynamically at run time depending on the work load and availability requirements. We could implement Grid Computing in a cloud computing environment and it is a valid to say that "every cloud is a grid". With appropriate support from Cloud Computing Platform and with work load management, a Cloud platform can be effectively used as a Grid to effectively process the OLAP. It is not so worthy as lots of task similar to BI engine needs to be created. It is just an idea that HPC is an important feature of cloud and same can be utilized to process OLAP cube.