Data Gateway Authentication Method

[Lorenz33]

In our enterprise Power BI Service, we have a data gateway configured which we use to connect to on-premise data sources as well as Azure SQL databases. We have an situation where the analyst wants Power BI users to connect to the data source using their own AD O365 accounts.

When configuring a data source to connect through the data gateway there are 3 authentication methods: Basic, Windows, and OAuth2.

Basic allows us to enter a database username and password. Windows allows us to enter a Windows username and password. These work but the user is connecting to the data source with the basic or windows credentials we have entered and does not fulfill the requirements.

Is it possible for a Power BI report viewer to access the data source through a data gateway with their own login credentials? If so what is the procedure?

[Lorenz33]

Just following up. In short, is it possible to set up the gateway to connect to the data source as the user with AD authentication?