Forum Discussion
How Power BI direct query optimise SQL
For SQL Server, I've captured what Power BI does in direct query when selecting the slicer, with the help of SQL Server profiler. Power BI actually sends a query with where filter as you mentioned, instead of get all data and filter in memory, though the query is usually not efficient. So I think the similar behavior is applied when connecting to other databases and it can be easily proved with individual profiler tools.
For SQL Server, I've captured what Power BI does in direct query when selecting the slicer, with the help of SQL Server profiler. Power BI actually sends a query with where filter as you mentioned, instead of get all data and filter in memory, though the query is usually not efficient. So I think the similar behavior is applied when connecting to other databases and it can be easily proved with individual profiler tools.