How to enable Cisco AnyConnect VPN via Remote Desktop

So I’m getting this message when connecting from Remote Desktop session to AnyConnect VPN:


The fix is quite easy:

1.Open ADSM, go to Configuration –> Remote Access VPN –> Network (Client) Access –> AnyConnect Client Profile and click Add:


2. Create new profile and assign it to your Group Policy. Click OK to Create it:


3. Now double click the profile to edit it and set the Windows VPN Establishment to: AllowRemoteUsers:


Click OK and Apply. Save the config.

Job done.