Cloud security is a shared responsiblity. That responsibility is shared between the cloud service provider and the consumer of cloud services. When it comes to Microsoft Azure, that means Microsoft needs to do everything is can do to make sure its infrastructure is as secure as possible and that you need to deploy, configure and manage your Azure assets as securely as possible.
Microsoft has three foundational pillars when it comes to the Azure security infrastructure:
For details on what Microsoft does in these areas, check out the Azure Security Blog over at http://blogs.msdn.com/b/azuresecurity/archive/2015/06/05/cloud-security-as-a-shared-responsibility.aspx