This study focuses on the potential application of Azure cloud computing platforms in Cross-border E-commerce operations, especially in Cross-border E-commerce from China to Southeast Asia. First, we review the basic concepts and characteristics of the Azure cloud computing platform and its potential advantages in e-commerce operations, including improving efficiency, reducing costs, and supporting innovation. Then, we analyze the specific application of Azure's leading cloud technology tools, such as Azure Data Factory, Azure Machine Learning, Azure Databricks, and Azure Bot Service, in Cross-border E-commerce operations. And how to use these tools to optimize Cross-border E-commerce operations. In addition, we build an application framework of Azure in Cross-border E-commerce operation optimization, aiming to help Cross-border E-commerce enterprises make reasonable decisions in cloud technology adoption. In the final section, we summarize the main findings and contributions of this study, point out the limitations of the study, and make recommendations for future research. We expect this study to provide a reference for Cross-border E-commerce enterprises to adopt cloud technology, improve operational efficiency and reduce operating costs, and provide theoretical support for future related research.