Blob Code download much slower than MS Azure Storage Explorer

You should specify which version of MS Azure Storage explorer your're using.

If you're using some newer versions of 1.9.0 / 1.8.1 / 1.8.0 etc.(please find more details in this link), then Azure Storage Explorer is integrated with azcopy which is using simple commands designed for optimal performance. So you can have a good-performance for downloading / uploading etc.

When using code for downloading / uploading blobs, you can take use of this Microsoft Azure Storage Data Movement Library. This library is based on the core data movement framework that powers AzCopy, which also provides you high-performance uploading, downloading.

I eventually tried 2 solutions proposed by @Ivan and @mjwills:

• DownloadToFileParallelAsync resulted in 10min 12secs
• Microsoft Azure Storage Data Movement Library resulted in 9min 35secs

Both solutions much faster than the original DownloadToFileAsync. DownloadToFileParallelAsync is only available in later versions of the library and hence was not available in the one I had installed.