Because you're using a masterpage, it's inheriting from a different base
class. Normally, the User.Identity is available in a page since it inherits
from System.Web.UI.Page. That said, what you can do is access it from the
masterpage by doing Page.User.Identity.IsAuthenticated.

Hope this helps,
Mark Fitzpatrick
Microsoft MVP - Expression

In your case, you will have to use:

HttpContext.Current.User.Identity.IsAuthenticated

From an aspx page code-behind, you can use User.Identity.IsAuthenticated
because User is a property of Page class which uses HttpContext object's User
property.

Hope this helps.