Bastion can be defined as a fortified place used to protect something of value. In technology, a Bastion host is used to securely connect to resources on your network, typically for a single purpose. This host is typically placed in outside your network or security zone to protect against attacks and not expose your internal resources to the public Internet. Some use Bastion and Jump box interchangeably. In some scenarios that may be true depending on how the resource was deployed.

A Jump box server, while very similar to a Bastion host, is slightly different. This server can be on your DMZ or internal network. It is typically more locked down and hardened and only accessible from a trusted network. It is explicitly used to provide a controlled means of access to manage other resources in the network.

Microsoft Azure, being a cloud solution, understands that users cannot expose RDP and SSH to the public internet in most scenarios. Even a jump box exposed to the public Internet has several security risks.

Azure Bastion is the Platform as a Service (PaaS) solution to a jump box in Azure. It enables the use of the Azure Portal to perform the RDP and SSH connection to any virtual machine within the virtual network they are deployed in with a secure, cost effective solution. It provides near-like console access that does not require any public IP address or VPN gateway connectivity to the VMs it connects to.