Hi @thuytd
First do you use correct connector?
please refer to the following:
connect to SharePoint 2013
Does the Power BI desktop run on the same server which hosts the SharePoint?
If not, are those two servers in the same server and can communicate each other?
If you want to connect Power Bi destop to the Sharepoint sites in order to access excel files,
Please follow v-yuezhe-msft's suggestion to get data from the Excel in on-premise SharePoint:
SharePoint On Premise Connection to Excel File
As it's on-premise SharePoint, please select Windows authentication, if current Windows credential doesn't have permission to access this Excel, please enter alternate credential when get data.
Best Regards
Maggie
Community Support Team _ Maggie Li
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