I've been asked several times about if CloudGuard is a WAF product (that's another discussion!) and how best can a dedicated WAF service be placed in front of CloudGuard IaaS gateways. As all the requests came from customers using Microsoft Azure, I decided to look into the Application Gateway.
In short, the Application Gateway is basically a "load balancer on steroids" and provides much the same functionality as a standard SKU Azure Load Balancer, but with the added benefit of WAF capabilities. As our reference architecture in Azure uses a load balancer and one or more gateways, this seemed the obvious choice for the deployment.
I wrote a lab guide to deploying this solution, as with most cloud topics, it will age very quickly, but hopefully give you a good starting point if you have a project that has strict requirements on having a WAF service at the Azure perimeter. It's very much a first draft, so there will be mistakes and also outdated information, please provide any feedback below.
Note this is not official Check Point documentation or advice, deploy this solution at your own risk. No warranties implied, may contain nuts. Check Point are not responsible for any service charges accrued by this deployment. The value of investments may go down as well as up.