I am trying to make the "Managed Instance" as destination in Azure Data Factory(copy data). But, I couldn't see any option to select "Managed Instance" in Linked service.
Here is the list of Azure supported data stores,
Source : https://learn.microsoft.com/en-us/azure/data-factory/concepts-datasets-linked-services#dataset-type
I tried selecting "Azure SQL Database" and entered the managed instance credentials, obviously it didn't work. Is there a workaround for this?
Is there a way to make managed instance as my data store ?


I hope you mean SQL Server hosted in VM as Managed Instance. Yes. It is supported for copy Activity.
In the link you provided : https://learn.microsoft.com/en-us/azure/data-factory/connector-sql-server , I am giving the snapshot of SQL Server.