Are you able to connect to MySQL from MySQL workbench? Ensure that MySQL workbench is installed in the same machine as Power BI Desktop.
Also, please enable remote access to MySQL server following the guide in this blog. And verify the port number that MySQL is using, add the port to your firewall, then use "servername: port" connection string to connect to MySQL in Power BI Desktop and check if it is successful.
Community Support Team _ Lydia Zhang If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.