 <p>Windows Azure has <em>input endpoints</em> on a hosted service, which are public-facing ports. If you have one or more instances of a VM (Web or Worker role), the traffic will be distributed amongst the instances; you cannot choose which instance to route to (e.g. you must support a stateless app model).</p> <p>If you wanted to enforce a sticky-session model, you'd need to run your own front-end load-balancer (in a Web / Worker role). For instance: You could use IIS + ARR (application request routing), or maybe nginx or other servers supporting this.</p> <p>What I said above also applies to Windows Azure IaaS (Virtual Machines). In this case, you create load-balanced endpoints. But you also have the option of non-load-balanced endpoints: Maybe 3 servers, each with a unique port number. This bypasses any type of load balancing, but gives direct access to each Virtual Machine. You could also just run a single Virtual Machine running a server (again, nginx, IIS+ARR, etc.) which then routes traffic to one of several app-server Virtual Machines (accessed via direct communication between load-balancer Virtual Machine and app server Virtual Machine).</p> <p>Note: The public-to-private-port mapping does not let you do any load-balancing. This is more of a convenience to you: Sometimes you'll run software that absolutely has to listen on a specific port, regardless of the port you want your clients to visit.</p>