This support is planned for SQL DB Managed Instances:
ThanksSteven Hand commented
Thanks for the reply.
It's imperative you understand that this is NOT a solution. Azure Managed SQL is not Azure SQL.
It's unreasonable to expect people to migrate from Azure SQL to Azure Managed SQL just to get change data capture, separate from the fact that migrating from Azure SQL to Azure Managed SQL is a backwards migration path.Steven Hand supported this idea ·