Error Message: Windows authentication isn't supported in DirectQuery mode for this data source

Hi Anonymous ,

What data source are you using? If it is SQL, then you need to confirm the following points:

Firstly, please ensure that you are able to ping the target server from the machine that is running Power BI Desktop, and please follow the steps in this similar blog to configure SQL Server to allow remote connections. Also ensure that you have added the user of different domain in SQL Server.

Secondly, have you established a trust relationship between the two different domains? If yes, you are able to connect to SQL Server using Windows Authentication from Power BI Desktop.

However, if there is no trust relationship between the two domains. You can use runas /netonly command to achieve your requirement.

1. Open command prompt and run the following command, enter the password of domain user when prompted.

runas /netonly /user: Domain\username "C:\Program Files\Microsoft Power BI Desktop\bin\PBIDesktop.exe"

2. Create a saved windows credential for the SQL Server you want to connect to.

For more details, please check the following similar blogs.
Connect to SQL Servers in another domain using Windows Authentication
Pretend You’re On The Domain With Runas /NetOnly

Do you encounter the same problem when connecting to the data source in the Desktop?

If this is the case, you can try to clear permissions from data source. Open a blank Power BI report, go to Data Source Settings and select correct global permission and Delete it.

After that open Power BI report with Direct Query mode and it should prompt for login. Select Windows login and you should be able to connect again.

If the problem is still not resolved, please provide detailed error information or the expected result you expect. Let me know immediately, looking forward to your reply.

Best Regards,
Winniz

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