Hello @SudeshSharma-8729 ,
It depends on your requirement.
The Azure Bastion service is a new fully platform-managed PaaS service that you provision inside your virtual network. It provides secure and seamless RDP/SSH connectivity to your virtual machines directly in the Azure portal over TLS. When you connect via Azure Bastion, your virtual machines do not need a public IP address. Bastion provides secure RDP and SSH connectivity to all of the VMs in the virtual network in which it is provisioned. Using Azure Bastion protects your virtual machines from exposing RDP/SSH ports to the outside world, while still providing secure access using RDP/SSH. With Azure Bastion, you connect to the virtual machine directly from the Azure portal. You don't need an additional client, agent, or piece of software.
Reference : https://learn.microsoft.com/en-us/azure/bastion/bastion-overview
A Point-to-Site (P2S) VPN gateway connection lets you create a secure connection to your virtual network from an individual client computer. This solution is useful for telecommuters who want to connect to Azure VNets from a remote location, such as from home or a conference.
With Point-to-Site, you can have other features/options such as connecting to a peered Vnet without an additional gateway, App service Vnet Integration, use Azure Private link to access services running in Azure from on-premises over the VPN tunnel etc.
Reference : https://learn.microsoft.com/en-us/azure/vpn-gateway/point-to-site-about
https://learn.microsoft.com/en-us/azure/app-service/web-sites-integrate-with-vnet
https://learn.microsoft.com/en-us/azure/private-link/private-link-overview
However, if your end goal is just to access your resources deployed in Azure, you could use Azure Bastion solution, instead of VPN connection to get secure shell access (RDP or SSH) without requiring public IPs on the VMs being accessed.
Hope this helps!
Kindly let us know if the above helps or you need further assistance on this issue.
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