Cannot install sp_blitzfirst on sql azure db

Question

I'm trying to install Brent Ozar's SP_BlitzFirst on a user database on an Azure SQL Database instance.

However, I get the error:

The module 'sp_BlitzFirst' depends on the missing object 'sp_MSforeachdb'. The module will still be created; however, it cannot run successfully until the object exists."

I have a nasty feeling that I'm missing something obvious, but I don't really know where to go from here... Can anyone advise please?

I downloaded it today from https://www.brentozar.com/first-aid/ so I'm assuming it's the latest version.

Answer 1

As the readme states:

Azure SQL DB - not supported. Some of the procedures work, but some don't, and Microsoft has a tendency to change DMVs in Azure without warning, so we don't put any effort into supporting it. If it works, great! If not, any changes to make it work would be on you. See the contributing.md file for how to do that.