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Create a linked server in an Azure SQL database

We have two databases that are used for cross-database queries. One of them is called azureDB1, and the other is azureDB2. These databases are stored on my SQL Server Azure Cloud. Our scenario is to call the stored procedure, which is located in azureDB2 from azureDB1. To do this, we tried to create a linked server using the stored procedure "sp_addlinkedserver". But we got the error message "Could not find the stored procedure" SP_ADDLINKEDSERVER ". We need a solution to create a linked server on sql azure server

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The linked server for the Azure SQL database is not supported. However, you can use Elastic Query, which allows you to query SQL databases https://azure.microsoft.com/en-us/documentation/articles/sql-database-elastic-query-overview/

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