Forum Discussion
on-premises gateway authentication failed
It turned out be the security level is set to high in IE which somehow blocked the SSO authentication.
Is this the Personal or Enterprise gateway? I read through the following articles and can't find a reference to using federation, which I am assuming is how your are doing your SSO (are you using Ping or ADFS?)
https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-onprem-tshoot/
https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-onprem-indepth/
https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-onprem/
https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-onprem-faq/
So, my conclusion is that either it shouldn't be an issue in terms of the gateway or that it is not supported which really doesn't help much.