Connect to a virtual machine scale set using Azure Bastion
This article shows you how to securely and seamlessly RDP to your Windows virtual machine scale set instance in an Azure virtual network using Azure Bastion. You can connect to a virtual machine scale set instance directly from the Azure portal. When using Azure Bastion, VMs don't require a client, agent, or additional software. For more information about Azure Bastion, see the Overview.
Make sure that you have set up an Azure Bastion host for the virtual network in which the virtual machine scale set resides. For more information, see Create an Azure Bastion host. Once the Bastion service is provisioned and deployed in your virtual network, you can use it to connect to a virtual machine scale set instance in this virtual network. Bastion assumes that you are using RDP to connect to a Windows virtual machine scale set, and SSH to connect to your Linux virtual machine scale set. For information about connection to a Linux VM, see Connect to a VM - Linux.
Connect using RDP
Open the Azure portal. Navigate to the virtual machine scale set that you want to connect to.
Navigate to the virtual machine scale set instance that you want to connect to, then select Connect. When using an RDP connection, the virtual machine scale set should be a Windows virtual machine scale set.
After you select Connect, a side bar appears that has three tabs – RDP, SSH, and Bastion. Select the Bastion tab from the side bar. If you didn't provision Bastion for the virtual network, you can select the link to configure Bastion. For configuration instructions, see Configure Bastion.
On the Bastion tab, enter the username and password for your virtual machine scale set, then select Connect.
The RDP connection to this virtual machine via Bastion will open directly in the Azure portal (over HTML5) using port 443 and the Bastion service.
Read the Bastion FAQ.