Hello @Richmond Yu ,
Thanks for the question and using MS Q&A platform.
Unfortunately, you cannot run hdfs commands from on-premise cluster to Azure HDInsight cluster.
Note: You need to migrate on-premises Hadoop data to Azure Data Lake Storage Gen2 and then create Azure HDInsight cluster with the ADLS Gen2.
For more details, refer to Migrate on-premises Apache Hadoop clusters to Azure HDInsight.
Hope this will help. Please let us know if any further queries.
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