Does Azure firewall Supports MAC address filtering?

The option to filter traffic based on MAC addresses is currently not available in Azure Firewall. There are a few reasons why Azure Firewall does not support MAC address based filtering. First of all, MAC addresses are not globally unique, which implies that the same MAC address may be shared by several devices connected to several networks. It is difficult to rely on MAC addresses for traffic identification and management because of their lack of uniqueness. Second, rather than being used for security, MAC addresses are typically used for network administration and device identification. However, there are several situations in which MAC address filtering might be useful. It could be used, for example, to allow traffic from specified devices to access resources that are designated or to prevent traffic from specific devices within your network. 

We can use Azure Network Security Group (NSG) in place of Azure Firewall if MAC address filtering is required. NSGs give deeper and more flexible network traffic management together with support for MAC address filtering.