Just in time before the weekend Microsoft announced the general availability of Azure Disk Encryption for Windows VMs in all Azure regions that are public available.
This is a huge milestone for keeping your data secure. All you need is an Azure Key Vault in each region your running Azure VMs. To get started with ADE have a look at the following whitepaper.
At the moment you cannot enable ADE via the Azure portal. You have to use Azure PowerShell, Azure CLI or ARM templates to provision and enable ADE on your Azure VMs. But you can check the ADE status in the portal.
Another pain point right now is the missing support of Azure Backup for Azure VMs which use ADE.