Hi sakuraime,
Yes. Azure doesn't offer smtp servers by default so you have to use Azure SendGrid Email Delivery service.
Please refer to SQL Server Database Mail configured with the Send Grid Email Service and Configure Database Mail on SQL Server Azure VM using T-SQL which might help.
Best Regards,
Amelia
If the answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.