Is there an easy way to use ASP.NET caching with Entity Framework 4.1 Code First?

Don't do that . If you want to cache data, extract them to separate Lists and cache them separately. Caching DbSet means caching DbContext which I would promote to anity-pattern in Entity framework.

Problems with identity map and unit of work are described in linked answer. Another problem is that there is no real refresh. If you really want to refresh data you must dispose context and create a new one.

Context is also not thread safe so sharing it among multiple requests can cause unexpected results.

Maybe you could use this solution, but I never used it with Azure.

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