Running a Remote Desktop Connection session within another Remote Desktop Connection session is supported with Remote Desktop Protocol 8.0 for specific scenarios

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Summary

This article describes Microsoft support for Nesting Remote Desktop Connections.
Running a Remote Desktop Connection session within another Remote Desktop Connection session is supported provided the following conditions are met.

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Client Computer version	Remote Desktop version	Nested Remote Desktop version	Supported RDP feature for the nested Remote Desktop connection	Supported Remote Desktop connection type
Windows 8 Windows Server 2012	Windows 8 Windows Server 2012	Windows 8 Windows Server 2012	Basic graphics (Display) Keyboard and mouse input	Full Remote Desktop RemoteApp

For example, the following scenarios are supported for basic graphics and keyboard and mouse input:

Users connecting to a Windows Server 2012 Remote Desktop Session Host (RD Session Host) server for their desktop environment, and then connecting to another Windows Server 2012 RD Session Host server for RemoteApp programs.
Users connecting to a Windows 8 virtual desktop for their desktop environment, and then connecting to a Windows Server 2012 RD Session Host server for RemoteApp programs.

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More information

Notes

Windows 7 and Windows Server 2008 R2 do not support running a Remote Desktop Connection session within another Remote Desktop Connection session.
Only one level of nested Remote Desktop connection is supported. Establishing a Remote Desktop connection from inside a nested Remote Desktop connection is not supported.
RDP features other than graphics, keyboard, and mouse input are not supported (including but not limited to Smart Card redirection, Clipboard redirection, Device redirection, and Audio redirection).
All RDP features can be used with the first RDP connection; that is, the connection between the user’s client computer and the first Remote Desktop computer.
Users can use the Remote Desktop Web Access portal in the first Remote Desktop to launch RemoteApp programs or Remote Desktop connections.

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