On Prem Data Gateway

depending on the source type and configuration you dont requeire a gateway at all to connect to cloud base sources, read these:

https://docs.microsoft.com/en-us/power-bi/connect-data/refresh-data#accessing-cloud-data-sources

it will give you a better notion depending on witch its your case exactly. 

Hi srinival ,

Datasets that use cloud data sources, such as Azure SQL DB, don't require a data gateway if Power BI can establish a direct network connection to the source. However, you might need a data gateway if your data sources are behind a firewall, require a VPN, or are on virtual networks.  Accordingly, you can manage the configuration of these data sources by using the Data source credentials section in the dataset settings.

While cloud data sources don't necessarily require a gateway, a gateway is required if a dataset connects to both on-premises and cloud sources in a single mashup query.

You can refer to the following documents: https://docs.microsoft.com/en-us/power-bi/connect-data/refresh-data#accessing-cloud-data-sources

Best Regards, 

Neeko Tang 

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