Azure Disk Encryption is a new Azure feature that you can use to encrypt your Windows and Linux IaaS VM disks. It uses BitLocker and the DM-Crypt feature of Linux to provide OS and data disk encryption to help protect your data and it integrated with Azure Key Vault for managing the desk encryption keys. Read more here:
http://blogs.msdn.com/b/azuresecurity/archive/2015/11/17/azure-disk-encryption-for-linux-and-windows-virtual-machines-public-preview.aspx