Azure: Virtual Machines that support WSL

Azure Nested Virtualization Capable VMs

In order to run WSL and potentially Docker on an Azure Virtual Machine (VM) a VM's SKU Family must be hyper-threaded and be capable of running nested virtualization. The following link from Microsoft Learning, Azure compute unit (ACU), demarcates in a table all nested virtualization capable VMs by three asterisks: 

Azure WSL Capable VM Types

The Azure VM that are capable of supported WSL (a.k.a. capable of running nested virtualization) are as follow from Microsoft's article, Azure compute unit (ACU), provided that the vCPU: Core column contains three asterisks:

The following include several other VM types on which WSL can be installed:

Azure Subscription may not include WSL Capable VM Types

Be aware the not ever Microsoft subscription supports such Virtual Machines. For example the subscription that comes in a Visual Studio Subscription (the $150 free monthly Azure credit) might contain no virtual machines types that are nested virtualization capable.