We have using two databases that is used for cross database queries.One is named azureDB1 and another is azureDB2.These databases resides on my Azure cloud SQL Server.Our scenario is to call a stored procedure that resides in azureDB2 from azureDB1.For this we have tried to create a linked server using "sp_addlinkedserver" stored procedure.But we got error message that "Could not find stored procedure 'SP_ADDLINKEDSERVER'". We need solution for create linked server in sql azure server
Linked server for Azure SQL Database is not supported. However you can use Elastic Query which allows you to query across SQL Databases https://azure.microsoft.com/en-us/documentation/articles/sql-database-elastic-query-overview/
来源：https://stackoverflow.com/questions/37435621/create-a-linked-server-in-sql-azure-database