Note: Based on common issues that we have seen from customers and other sources, we are posting these questions to help the Azure community.
A quick note about RDP and VM security:
It is a best practice to avoid direct RDP access to VMs in your subscription. If you need direct RDP access for administration or troubleshooting, enable just-in-time access to limit the potential attack surface on the VM.
The potential security problem with using these RDP and SSH over the internet is that attackers can use brute force techniques to gain access to Azure virtual machines. After the attackers gain access, they can use your VM as a launch point for compromising other machines on your virtual network or even attack networked devices outside Azure.
RDP troubleshooting:
You can use the RDP troubleshooting guide to determine the cause of the problem:
A common cause is an active firewall that is blocking port 3389 (sometimes even when you think that it is disabled).
Check the status of RDP:
Get-Service -Name "TermService" | Select-Object -Property Status
Check the status of the firewall:
Get-NetFirewallProfile | Select-Object -Property Name, Enabled
Disable the firewall (note security warning above):
Set-NetFirewallProfile -Profile Domain,Public,Private -Enabled False
Additional reading: