How do I connect to my Azure SQL Database with an Azure Node.js Web app?

I have a Node.js application that uses the mssql module to connect to my Azure SQL database it works perfectly when I run it in local with the required firewall settings but when I upload it to Azure and start the app, it won't connect to the database anymore for some reason...

(I did allow access to Azure services in the firewall settings and copied+pasted the ADO.NET connection string, with username and password into the app settings > connections strings)

Does anyone know what is happening or what I need to do?

Thanks

via Pierre Berton