diff --git a/scripts/setup-adapters.sh b/scripts/setup-adapters.sh
index b2d146cc614d..8ecb07289901 100755
--- a/scripts/setup-adapters.sh
+++ b/scripts/setup-adapters.sh
@@ -127,6 +127,11 @@ function install_azure-storage-sdk-cpp {
     cd $azure_core_dir
     cmake_install -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE} -DBUILD_SHARED_LIBS=OFF
   )
+  # install azure-identity
+  (
+    cd sdk/identity/azure-identity
+    cmake_install -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE} -DBUILD_SHARED_LIBS=OFF
+  )
   # install azure-storage-common
   (
     cd sdk/storage/azure-storage-common
diff --git a/scripts/velox_env_linux.yml b/scripts/velox_env_linux.yml
index fc0b4cf0c40f..59ceeb0adb45 100644
--- a/scripts/velox_env_linux.yml
+++ b/scripts/velox_env_linux.yml
@@ -39,6 +39,7 @@ dependencies:
   - sysroot_linux-64=2.17
 # dependencies
   - aws-sdk-cpp
+  - azure-identity-cpp
   - azure-storage-blobs-cpp
   - boost-cpp
   - bzip2
diff --git a/scripts/velox_env_mac.yml b/scripts/velox_env_mac.yml
index a999f18d0d6b..776247a41f08 100644
--- a/scripts/velox_env_mac.yml
+++ b/scripts/velox_env_mac.yml
@@ -38,6 +38,7 @@ dependencies:
   - sysroot_linux-64=2.17
 # dependencies
   - aws-sdk-cpp
+  - azure-identity-cpp
   - azure-storage-blobs-cpp
   - boost-cpp
   - bzip2