Hello @rajendar erabathini ,
Thanks for the question and using MS Q&A platform.
Unfortunately, you cannot create linked service to on-premise SQL server using Managed Identity.
Reason: Azure Active Directory is not supported for on-premise SQL Server.
In ADF/Synapse you can create linked service to on-premise SQL server using Sql/windows authentication.
Hope this helps. Do let us know if you any further queries.
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