We are pleased to announce general availability of Application Security Groups (ASG) in all Azure regions including Azure Government. This feature provides security micro-segmentation for your virtual networks in Azure.
The detailed announcement can be viewed here: https://azure.microsoft.com/en-us/blog/applicationsecuritygroups/
ASGs provide many security and manageability benefits such as:
Network security micro segmentation
ASGs enable you to define fine-grained network security policies based on workloads,