Hi @Anderson Zanardi Thank you for posting your query on Microsoft Q&A.
You have the option to use Azure Redis Cache. For the performance
*With Redis, is there any difference if I connect via VNET about performance? *
No, because the additional configuration required to use VNETs with Azure Cache for Redis, we recommend using Private Links instead. There is, however, a performance difference when using a TLS/SSL connection. You can see some examples benchmarking here.