Can we achieve that by combining the Front Door + Application Gateway? Meanings the Front Door route the requests to App Gateway, and the App Gateway perform mutual auth then?
I am afraid to say that this architecture will not allow the Application Gateway to perform mTLS authentication with the original client.
Because TLS will terminate at AFD EndPoint - and if there is no authentication happening here, it just cannot "pass" traffic to the App gateway.
The client establishes a TLS connection with the Azure Front Door edge location. Front Door terminates this TLS connection, and it initiates a new TLS connection to the backend you've configured (in this case, AGW).
From the Application Gateways perspective, the incoming connection is originating from an Azure Front Door IP address, not the original client's IP address and during the TLS handshake between Front Door and Application Gateway, Front Door does not present the original client's certificate. The Application Gateway, therefore, has no client certificate to validate for mTLS purposes during this handshake.
Currently, mTLS for AFD is under Private Preview (without an SLA). For more details, please check the private messages we have initiated.
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