Europe has received its first shipment of natural gas via a $40 billion infrastructure project that took seven years to complete, further diversifying the continent’s energy supplies. 

For the first time ever, Azerbaijan’s natural gas reached Europe through a direct pipeline connection as the last segment of the Southern Gas Corridor — the Trans-Adriatic Gas Pipeline (TAP) — began moving commercial gas, the country’s state-owned oil and gas company, Socar, said Thursday. 

Commercial operations started last month on the 546-mile TAP, but the first natural gas reached the line’s terminus in Italy on Thursday, Socar said. TAP is part of the broader Southern Gas Corridor that was pushed by the European Union and backed by the United States to diversify natural gas supplies...