Azure vnet outbound block internet access except some domain

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currenty I have a vnet with NAT gateway attached. Multiple VM's are connected to the vnet. How can I allows only certain domains (e.g. Domain A, Domain B) and restrict all other internet access to the VM's.

NSG doesn't let to use domain names. I am left with Azure Firewall but it is expensive. Any other recommended way to achieve this?

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Naveen Sharma On

Azure vnet outbound block internet access except some domain.

To restrict internet access to only specific domains within an Virtual Network you can install a proxy server and route all internet traffic through it.

Microsoft Forefront Threat Management Gateway acts as a router, Internet gateway, VPN server, NAT server, and proxy server. making it a versatile solution for network security and access control.

Install Microsoft Forefront TMG

Deploy TMG within Virtual Network. You can install aTMG as a virtual machine within Azure VNet.

Configure TMG as a Proxy Server

Once TMG is configured, it will act as a proxy server. This involves setting up TMG to receive and process internet traffic from the VMs within your VNet

Route Traffic through TMG

Configure the network settings of your VM within the VNet to route all internet traffic through the TMG proxy server. You can do this by updating the network interface settings or configuring routing tables to direct traffic to the TMG instance.

Reference: Install and Configure Forefront Threat Management Gateway (TMG) in Microsoft Azure