Dataset built using SQl Server Azure requires Personal Gateway for Refresh

[jaykilleen]

I think I have a gap in my understanding of how PowerBI refreshes it's data. My situation is I have built reports using PowerBI for Desktop and those reports pull data from SQL Server that is hosted on our enterprise server on Azure. When I publish my report/upload the file to PowerBI it only uses the data from the last time I refreshed using the PowerBi for Desktop.

My thought was that when I hit refresh, it would act like my PowerBI for Desktop report and refresh the data directly from the SQL Server. What appears to be happening though is that when I hit refresh it wants to connect to my laptop through the gateway, refresh the data to my laptop and then push that up to the powerbi.com server.

Is there a way to tell the dataset to refresh directly against the SQL Server instead of via the Personal Gateway?? 

Furthermore, the gateway doesn't want to work so my current workflow is to open all my reports on the laptop, refresh them and then upload the file to powerbi.com so the data is refreshed. This doesn't seem right.

Does anyone have any tips to to fix this or is my understanding just completely wrong??

[ankitpatira]

@jaykilleen If you have used Azure SQL DB connector and used DirectQuery then when you publish from power bi desktop in powerbi.com it will ask you to enter credentials to validate against that azure sql db. From then on when you hit refresh it will connect straight to azure sql db not on-premise. When setting up your powerbi desktop report which connector did you use ?