Remote Desktop Gateway and Azure AD Multi-Factor Authentication



I'm trying to setup Azure MFA for RDS using next manual
I don't have on-premise Active Directory. All virtual machines connected to Azure AD DS. MFA feature enabled for all users in Azure AD. But there are no any attempts to approve the connection via Authenticator when I'm connecting to a VM with RDS Gateway. I checked the log at the NPS server and didn't find any attempts either. So it looks like Gateway doesn't send any request to NPS. All services are running without any issues on the NPS server and UDP ports are in the listening state. The only information message that I have on the Gateway is "The user "[username]", on client computer "", has initiated an outbound connection. This connection may not be authenticated yet." Could you please help to troubleshoot that issue? What should I check first?

Thank you!

Kind regards,

Microsoft Authenticator
Microsoft Authenticator
A Microsoft app for iOS and Android devices that enables authentication with two-factor verification, phone sign-in, and code generation.
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Remote Desktop
Remote Desktop
A Microsoft app that connects remotely to computers and to virtual apps and desktops.
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