In this post we will go-over on how to move the Azure SQL Database to Azure VM SQL Database. You cannot backup the the Azure SQL Database by issuing Backup Database  Command on version

[Microsoft SQL Azure (RTM) – 11.0.9230.80  Mar 10 2015 12:37:14      Copyright (c) Microsoft Corporation]

it will prompt the below error

Msg 40510, Level 16, State 1, Line 1
Statement ‘BACKUP DATABASE’ is not supported in this version of SQL Server.

To quickly deploy the database from Azure SQL Database Server to Azure VM SQL Database Server i used [Deploy SQL Database to Windows Azure Database] Wizard from On-Premises SQL Server Management Studio. (Note:  If the firewall rules are not opened to connect to Source and destination from On-premises firewall  the wizard will fail to connect and deploy)