diff --git a/scripts/install-azure-linux-deps.sh b/scripts/install-azure-linux-deps.sh
new file mode 100644
index 000000000000..edd1de9530c6
--- /dev/null
+++ b/scripts/install-azure-linux-deps.sh
@@ -0,0 +1,27 @@
+#!/bin/bash
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the Apache 2.0 License.
+
+set -ex
+
+gpg --import /etc/pki/rpm-gpg/MICROSOFT-RPM-GPG-KEY
+tdnf -y update
+
+# Source control
+tdnf -y install ca-certificates git
+
+# Build tools
+tdnf -y install build-essential clang cmake ninja-build which
+
+# libc++
+tdnf -y install libcxx-devel llvm-libunwind-devel llvm-libunwind-static
+
+# Dependencies
+tdnf -y install openssl-devel libuv-devel nghttp2-devel curl-devel
+
+# Test dependencies
+tdnf -y install libarrow-devel parquet-libs-devel lldb npm jq expect procps
+
+# Install CDDL via rubygems
+tdnf -y install rubygems
+gem install cddl