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The primary function of an Azure Virtual Network Gateway is to establish secure connections between on-premises networks and Azure. This is achieved through various methods, such as VPN connections or ExpressRoute. By using a Virtual Network Gateway, organizations can securely extend their on-premises networks into the Azure cloud, allowing for hybrid cloud solutions where resources in Azure can communicate securely with local data centers.

This capability is crucial for businesses that need seamless integration between their on-premises infrastructure and cloud resources, enabling the transfer of sensitive data safely and the ability to implement consistent networking policies across both environments. Given that establishing these secure connections is a fundamental aspect of cloud architecture, the Azure Virtual Network Gateway plays a vital role in ensuring secure communications in hybrid configurations.