Hello @Khushboo Kumari ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
I understand that you are looking for similar service in Azure for direct connect in AWS.
As per the AWS to Azure services comparison document, the Azure equivalent of AWS Direct Connect is Azure ExpressRoute.
Refer: https://video2.skills-academy.com/en-us/azure/architecture/aws-professional/services#networking
Kindly let us know if the above helps or you need further assistance on this issue.
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