Disclosed are various examples of selectively enabling multi-factor authentication for applications on managed devices. An identity provider receives an authentication request for a first client application executed in a managed client device. The authentication request includes a first authentication factor corresponding to a management credential. The identity provider then determines whether one or more second authentication factors should be requested. If so, the identity provider then requests the second authentication factor(s) from a second client application. The identity provider receives the second authentication factor(s) from the second client application. The identity provider then authenticates the first client application in response to verifying the first authentication factor and the second authentication factor(s).