With November release of Windows Azure Tools for Microsoft Visual Studio, Microoft made some changes in Visual Studio 2010 to make it easier to use ASP.NET MVC and Windows Azure together. Note: In Nov Tools + SDK, Windows Azure only supports .NET 3.5 SP1, .NET 4.0 projects are not supported. Creating a New Project: The first thing you’ll notice in Visual Studio 2010 is – a project template option for an ASP.NET MVC 2 Web Role. (Click on File | New | Project… | Windows Azure Cloud Service). Note: To use ASP.NET MVC and Windows Azure together on Visual Studio 2008 – please follow the steps under “Using an Existing Project”. This makes it easy to create a new ASP.NET MVC project in the context of a cloud service. This is available in Visual Studio 2010 and Visual Web Developer 2010 Express.
Full Article: MSDN blog