Connection in the cloud PBI Service

Hi Rodrigo_Puente 

First of all, I would like to thank Shravan133  for your response, and allow me to make some additions:

Rodrigo_Puente , from your screenshot, it seems that you are currently using on-premises data gateway (Personal Mode). Personal gateway has the following limitations, for example, it is can only be used with Power BI, only supports import connection mode, and cannot be shared with others. 

There are three types of gateways in total, in addition to the on-premises data gateway (Personal Mode), there is also the on-premises data gateway, which supports sharing with other users. It supports Direct Query and Live Connection connection mode. The following screenshot demonstrates the difference between the two.

Use a personal gateway in Power BI - Power BI | Microsoft Learn

There is also the Virtual Network Data Gateway, which allows multiple users to connect to multiple data sources protected by a virtual network and is a Microsoft-hosted service. It requires no installation.

You can choose the right gateway for your situation, here are some documents about gateway for your reference.

On-premises data gateway - Power BI | Microsoft Learn

Add or remove a gateway data source - Power BI | Microsoft Learn

Best Regards,
Yulia Xu

If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.

Hi,

Please check by changing the authentication method or you can try to  import data with a dataflow it will help you to understand whether there is any issue with the gateway connection.