Azure Firewall Premium provides next-generation firewall(NGFW) capabilities that are required for highly sensitive and regulated environments.

With the new Azure Firewall Premium, the following new capabilities are now available:

• TLS Inspection: Azure Firewall Premium terminates outbound and east-west TLS connections. Inbound TLS inspection is supported in conjunction with Azure Application Gateway allowing end-to-end encryption. Azure Firewall performs the required value-added security functions and re-encrypts the traffic which is sent to the original destination.
• IDPs: Azure Firewall Premium provides signature-based intrusion detection and prevention system (IDPs) to allow rapid detection of attacks by looking for specific patterns, such as byte sequences in network traffic, or known malicious instruction sequences used by malware.
• Web Categories: Allows administrators to allow or deny user access to the Internet-based on categories (e.g. social networking, search engines, gambling), reducing the time spent on managing individual FQDNs and URLs. This capability is also available for Azure Firewall Standard based on FQDNs only.
• URL Filtering: Allow users to access specific URLs for both plain text and encrypted traffic, typically being used in conjunction with Web Categories.

Azure Firewall Premium is utilizing Firewall Policy, a global resource that can be used to centrally manage your firewalls using Azure Firewall Manager. Starting this release, all new features will be configurable via Firewall Policy only. This includes TLS Inspection, IDPS, URL Filtering, Web categories, and more. Firewall Rules (Classic) continue to be supported and can be used for configuring existing features of Standard Firewall.  Firewall Policy can be managed independently or using Azure Firewall Manager. A firewall policy associated with a single firewall has no charge.

For more information, see the Azure Firewall Premium documentation