Add Authentication to /swagger/ui/index page - Swagger | Web API | Swashbuckle

Finally, I solved it with DelegtingHandler, here's how I did it:
Create a file SwaggerAccessMessageHandler.cs and add it in App_Start folder.

using System;
using System.Net;
using System.Net.Http;
using System.Threading;
using System.Threading.Tasks;
public class SwaggerAccessMessageHandler : DelegatingHandler
{
    protected override Task<HttpResponseMessage> SendAsync(HttpRequestMessage request, CancellationToken cancellationToken)
    {
        if (IsSwagger(request) && !Thread.CurrentPrincipal.Identity.IsAuthenticated)
        {
            HttpResponseMessage response = new HttpResponseMessage(HttpStatusCode.Redirect);
            // Redirect to login URL
            string uri = string.Format("{0}://{1}", request.RequestUri.Scheme, request.RequestUri.Authority);    
            response.Headers.Location = new Uri(uri);
            return Task.FromResult(response);
        }
        else
        {
            return base.SendAsync(request, cancellationToken);
        }
    }

    private bool IsSwagger(HttpRequestMessage request)
    {
        return request.RequestUri.PathAndQuery.Contains("/swagger");
    }
}

Next, Wire up the handler in SwaggeConfig.cs just before enabling Swagger as follows:

GlobalConfiguration.Configuration.MessageHandlers.Add(new SwaggerAccessMessageHandler());

GlobalConfiguration.Configuration.EnableSwagger(c =>
{
    ...
});