There is not currently an Azure Sphere device that supports ANT natively. However, you could connect one of the available ANT modules to the UART interface of the Azure Sphere device you are using.
There is an example for using the UART interface on an Azure Sphere MT3620 at https://github.com/Azure/azure-sphere-samples/tree/master/Samples/UART/UART_HighLevelApp
You w.ould then write code to run on the Azure Sphere device that implements the ANT and ANT+ application level code.
has more information on recent modules that may be of interest. The UART interface is described in the "ANT Message Protocol and Usage" and "Interfacing with ANT General Purpose Chipsets and Modules" documents.