pabloreadi,
It seems that your PostgreSQL is secured with SSL. To make Power BI Desktop work with secured PostgreSQL, you would need to copy SSL certificate for the PostgreSQL server to the machine running Power BI Desktop and import it to Windows certificate store. Because Power BI Desktop uses the windows certificate store to decide what to trust, once you tell the Windows that is running Power BI Desktop to trust the SSL certificate for the PostgreSQL server, Power BI Desktop will trust it too.
In addition, in the configuration folder for the PostgreSQL server there is a postgresql.conf file, search it for SSL settings, there is one with the location of the SSL certificate. Take a look at the server name when you import the SSL certificate and connect from Power BI Desktop using the same server name. Then check if the above error goes away.
There is a similar thread for your reference.
http://community.powerbi.com/t5/Integrations-with-Files-and/Postgres-error-with-Power-BI-Desktop/td-p/8799
Regards,
Lydia
