Hi, @Anonymous
As GilbertQ said, there is currently no Azure Key Vault connector specifically designed for the Power BI on-premises data gateway. Although there's no direct connector, there are other ways you can use Azure Key Vault in Power BI to protect sensitive data.
You can configure proxy settings, and if you have a firewall in your network environment, you need to configure proxy settings for the gateway to ensure that the gateway can communicate with the Azure datacenter. Ensure that the firewall does not block connections from Azure services to Azure datacenters.
Or install an on-premises data gateway in Personal mode to protect and manage your sensitive data.
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Best Regards
Yongkang Hua
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