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I have a Cosmos DB and SQL Db in Azure.

Can I create a linked server to Cosmos Db in SQL Db, and then write SQL queries to documents in SP present in SQL Db. Is this technically possible ?

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The Azure SQL Server document said that Azure SQL database doesn't support create linked servers: enter image description here But SQL Server does. I searched some demos and I think may be useful for you.

Here are the two samples about Azure Cosmos DB linked server:

  1. Connect to Cosmos DB Data as a Linked Server

  2. Query Azure CosmosDB from a SQL Server Linked Server

Hope this can helps you.

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Can I create a linked server to Cosmos Db in SQL Db, and then write SQL queries to documents in SP present in SQL Db. Is this technically possible ?

You could use copy activity in Azure Data Factory to achieve your requirements.

Please configure Cosmos db as source linked service and SQL db as sink linked service.

In addition,you could configure stored procedure in from SQL db sink.

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