I have implemented Power BI Dashbords using data from SQL Server in Azure VM 2 months back and scheduled refresh works fine without the need of Power BI Personal Gateway. But last week I tried creating a new file with data from SQL Server in Azure VM and when I tried uploading to Power BI, it ask for Personal Gateway to be online (find screenshot below).
Why is this happening?? Is there any update on this?? If anybody can let me know then it would be of great help! Thanks in advance.
When you created the connection, did you use the Service interface or did you use Power BI Desktop?
My gut on this tells me that an Azure VM would essentially be treated like an on-premises data source versus something like Azure SQL DB, which is a service. I guess what I am saying is that I am somewhat surprised that refresh would work without the Power BI Personal Gateway.
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@Greg_Deckler I am using Power BI Desktop tool to create report.
But I have already deployed reports using SQL Server in Azure VM without the use of Personal Gateway and even today it works well and refreshes daily. I don't know suddenly why this time it is creating an issue and asking for gateway 
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