Hi @Kajol Patira ,
Welcome to Microsoft Q&A forum and thanks for reaching out.
You cannot achieve this directly using Copy activity in ADF as HDFS is not supported as sink. Current HDS if only supported as Source. One way to achieve this is by writing your own custom code and using it in Azure Function activity or Customer activity in ADF
Or using DistCP tool you may try as explained in this document - https://learn.microsoft.com/azure/storage/blobs/data-lake-storage-use-distcp.
Hope this info helps.
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