How do I connect Power BI to my Azure SQL Managed Instance on an Azure VNET?

Question

I have an Azure SQL Managed instance with public endpoint disabled (we store sensitive data and do not want an exposed endpoint on the DB). We have a VNET and when we need to access our SQL managed instance from an administrator's machine, we use a VPN. How do I connect Power BI to my SQL Managed instance for reporting? I've been digging and am surprised that the only way I can see is to either:

1. Create a virtual machine and host a data gateway
2. Expose the public endpoint on the SQL Managed instance.

I may accept 2 if I can limit access to Power BI itself but I'm not convinced that's possible. Any suggestions are welcome!

Answer 1

You can also secure the public endpoint allowing access to powerBI only using Azure Service Tags. Documentation can be found here https://docs.microsoft.com/en-us/power-bi/admin/service-premium-service-tags

Answer 2

I'm confused with some of these supposed solutions since I'm looking at PowerBI.com and it only has 4 options and managed instance is not one of them .... See: Create Dataset - Databases & More option and there's only 4 options for connecting to a database... That's it folks.

Sure you can connect from desktop but that won't do you any good once you publish it to powerbi.com unless that site supports connecting to the source.

Yes you can create a gateway which I believe is currently the only solution. Why oh why isn't Managed Instance one of the options for databases when you create a dataset on powerbi.com? That tells me they do not support it, regardless of whether you've enabled public endpoint. As far as I know you still would have to use a gateway to access it if it's not one of these options. Or...something silly like create Azure REST services just to talk to your database.