Configuring an Azure Website with application warmup

Actually, Application Initialization module is installed by default for Azure Web Apps. You can directly configure it from either your web.config file or through apphost.config XDT. Just stick something like below in a web.config in the root of your web app.

<system.webServer>  <applicationInitialization    doAppInitAfterRestart="true"    skipManagedModules="true">    <add initializationPage="/default.aspx" hostName="myhost"/>  </applicationInitialization></system.webServer>

Application Initialization is not supported with Windows Azure Websites. because it is a native module and Windows Azure Websites does not allow configuring native modules via web.config.

Alsom the content for Windows Azure Websites are physically located at a centralized location and from there they loaded and executed to webservers. While shared instance gets a slice of host VM, versus reserved instance get a full host VM to run your web applications, in both cases the website application is coming from same centralized located so it does not matter if you have reserve instance to get Application Initialization working.

Application Initialization is necessary for your application and your websites is running in reserve mode, you can use Azure VM or Windows Azure Web Role to have it working.

Currently there's "Always On" setting for Azure Websites which does pretty much the same thing.