Hi RL
Greetings!
Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
Yes, your observation is correct. With the help of VNet peering, you will be able to establish a connection.
- Set up VNet peering between the VNet that contains the Azure Firewall and the VNet that contains the ExpressRoute Gateway. This allows resources in both VNets to communicate with each other.
- Ensure that you enable "Allow forwarded traffic" on the peering settings of the VNet that contains the Azure Firewall.
- After establishing VNet peering, you will need to configure the User Defined Routes (UDRs) in the VNet that contains the resources you want to route through the Azure Firewall.
Please refer to the information below regarding virtual network traffic routing with (UDRs):
Refer: https://learn.microsoft.com/en-us/azure/virtual-network/virtual-networks-udr-overview
Using VNet peering is a valid and effective way to connect your Azure Firewall to an ExpressRoute circuit when they are in different Vets.
Hope this clarifies!
If above is unclear and/or you are unsure about something add a comment below.
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Regards,
Ganesh