I've set the Profiler to hit when Memory is over some threashold.
I got a Hit right now, but when I expand the Slowest wall clock time, it shows to me only the ms in CPU which take long time.
No info about which resource are filling the memory. Where do I enable and see the informations about Memory?
Also try to download the .diagsession file, but I can only see CPU %:

We have an option in
Application Insights=>Performance=>ProfilerMemory Threshold (%)to80.The profiler gets started automatically when the CPU or memory % gets to a certain point.
If you want to profile and know the info manually, you can click
Profile now.I have run the profiler manually, you can see the details of Profile now along with CPU and Memory.
Refer MSDoc 1 and 2 for more details.
Even MS Doc says, if we set Memory trigger it
To know more details about the memory usage, click on the
MemoryunderTriggered Bysession.Also refer Configure Application Insights Profiler for more details.