Sounds like you're not logging in correctly to Azure then. You can only use Azure Active Directory, not the regular kind, or, a SQL login, which you say you don't have. It's also possible that you're hitting a firewall rule, but not if, from the same machine, you're connecting through SSMS. No, it sounds like SSMS is running under an account that has access and Visual Studio is not. Just change how it's logged in. Do a "run as". See if that works.