SQL Azure is in very very similar to SQL Server in terms of TSQL and other common features in SQL Server. But there are few limitations of SQL Azure with respect to SQL Server.
SQL Azure does not support the following:
- MASTER DATA SERVICES (Introduced in SQL Server 2008 r2)
- SQL Server Utility
- Common Language Runtime (CLR)
- Service Broker
- Database Mirroring
- XML Indexing
- Database Mirroring
- Backup and Restore
- Backup and Restore (SP’s from DLL’s)
- SQL Server Agent
- Replication
- Table Partitioning
- SQL Server Replication
- Resource Governor
- PolicyBased Management
- Large User Defined Data Types
- Full-Text Search
- Data Compression
- Extension methods USING CLR
- Extension spatial types USING CLR
- External Key Management
- Sparse Columns
- Transparent Data Encryption
- Data Auditing
- UDAs – User Defined Aggregates
- Data Collector
- FILESTREAM
- Extended Events