Secrets in Key Vault
Secrets aren't secrets if they are shared with everyone. Storing confidential items like connection strings, security tokens, certificates and passwords in your code is just inviting someone to take them and use them for something other than what you intended them for. Even storing this sort of data in your web configuration is a bad idea - you are essentially allowing anyone who has access to the source code or web server access to your private data.
Instead, you should always put these secrets into Azure Key Vault.
What is Azure Key Vault
Azure Key Vault is a secret store: a centralized cloud service for storing application secrets. Key Vault keeps your confidential data safe by keeping application secrets in a single central location and providing secure access, permissions control, and access logging.
Secrets are stored in individual vaults, each with their own configuration and security policies to control access. You can then get to your data through a REST API, or through a client SDK available for most languages.
Key Vault is designed to store configuration secrets for server applications. It's not intended for storing data belonging to your app's users, and it shouldn't be used in the client-side part of an app. This is reflected in its performance characteristics, API, and cost model.
User data should be stored elsewhere, such as in an Azure SQL database with Transparent Data Encryption, or a storage account with Storage Service Encryption. Secrets used by your application to access those data stores can be kept in Key Vault.
Why use a Key Vault for my secrets
Key management and storing secrets can be complicated and error-prone when performed manually. Rotating certificates manually means potentially going without for a few hours, or days. As mentioned above, saving your connections strings in your configuration file or code repository means someone could steal your credentials.
Key Vault allows users to store connection strings, secrets, passwords, certificates, access policies, file locks (making items in Azure read-only), and automation scripts. It also logs access and activity, allows you to monitor access control (IAM) in your subscription, and it also has diagnostic, metrics, alerts and troubleshooting tools, to ensure you have the access you need.
Learn more about using an Azure Key Vault in Manage secrets in your server apps with Azure Key Vault.
Credential theft, manual key rotation and certificate renewal can be a thing of the past if you manage your secrets well, using Azure Key Vault.