Generate Managed Identity Using Powershell for Azure DataFactory

Open the powershell in the azure. (Select the correct subscription and create storage location for powershell or select an existing storage account)  

Run the below query with correct value inside double quote: 

Set-AzDataFactoryV2 -ResourceGroupName "MYResourceGroup" -Name "mydatafactory" -Location "UK South"

Press enter, and you'll be prompted to confirm. Type Y and press Enter.

You should see output like below:

Confirm

A data factory with the name mydatafactory in the resource group MYResourceGroup exists.

Continuing execution may overwrite the existing one.

Are you sure you want to continue?

[Y] Yes  [N] No  [S] Suspend  [?] Help (default is "Y"): Y

DataFactoryName   : mydatafactory

DataFactoryId     : /subscriptions/e01105ad-822a-447a-2dd0-43124d16223l/resourceGroups/MYResourceGroup/providers/Microsoft.DataFactory/factories/mydatafactory

ResourceGroupName : MYResourceGroup

Location          : uksouth

Tags              : {}

Identity          : Microsoft.Azure.Management.DataFactory.Models.FactoryIdentity

ProvisioningState : Succeeded

RepoConfiguration :

GlobalParameters  :

For detail information read: Managed identity for Data Factory - Azure Data Factory | Microsoft Docs

Done!