SSH Difference between ./ and sh

I wrote simple file "hello world" and try to execute it on virtual server by SSH.

#!/bin/bash
echo "Hello world"

Of course I give chmod +x

Then on one server I try to execute it by command:

./file.sh

And I have reply:

-bash: ./file.sh: Permission denied

Works only when I start it by command:

sh file.sh

On other server both commands works fine...

So my question is, is there any kind of permission that I cannot to executes files by ./ command.

What is difference between used thos two commands ?