How can i Host sub-domain site (client site) with following URL http://mydomain.com/clientsite

I have an azure account where in we have deployed our website. e.g. http://mydomain.com. we can also create client sub-domain website like http://clientsite1.mydomain.com. 

I have multi-tenant websites and Our requirement is we should be able to browse sub-domain website with below URL, is this possible?

i.e.The client url should look like this: (e.g.) http://mydomain.com/clientsite1

http://mydomain.com/clientsite2 ... etc.

Thanks

Sidhav