When trying to connect using Remote Desktop Connection (RDP) to a computer which is AzureAD joined, one will not be successful as it will fail to connect. To successfully connect, one should first open the Remote Desktop Connection, enter the details of the devices and save the save your connection settings to a .rdp file.

To do this, follow the instructions below.

Open the Remote Desktop Connection program.
Enter the IP Address or computer name to connect to.
Click the Save As button at the bottom of the screen.
Save it someplace convenient as we need to edit it.

In the next part we will be editing the .rdp file we saved using notepad or any text editor.

Go to the end of the file, add the following lines:

enablecredsspsupport:i:0
authentication level:i:2

Save the file and close.

Now, double clicking the modified .rdp file and login using the format:

AzureAD\YourFullUsername

You will be able to remote connect to the machine.