Iām facing connectivity issues when trying to connect Microsoft Fabric / Power BI to Azure Databricks Serverless and PRO SQL Warehouse using a VNet Data Gateway. Iām looking for guidance on whether this scenario is supported or if there are known limitations.
Current setup
- Azure Databricks workspace and VNet Data Gateway subnet are in the same VNet
- Databricks is accessed via Private Endpoint
- Gateway subnet:
- Has outbound access to api.powerbi.com on TCP 443
- Has outbound access to Azure Databricks Private Endpoint on TCP 443
- NSG diagnostics (Gateway ā Databricks PE :443) are successful
- No UDRs, no forced tunneling, system routes only
- Corporate firewall is not in the traffic path
- Databricks Serverless SQL Warehouse works fine from Databricks SQL UI
Issue observed
When testing or creating the connection via VNet Data Gateway, I consistently get errors like:VNet Data Gateway 01: ODBC: ERROR [HY000] [Microsoft][ThriftExtension] (14) Unexpected response from server during a HTTP connection: connect() failed: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond..Session Id: 2ece67bd-78ed-4f9e-ad67-f7c95fd1379a
RequestId: 6a566442-3d6b-4b5c-8be9-c735022fbab8
Cluster URI: https://api.powerbi.com
Status code: 400
Time: Tue Apr 28 2026 09:10:52 GMT+0000 (Coordinated Universal Time)
- The error always references api.powerbi.com
- No queries appear in Databricks SQL Warehouse query history
- No useful logs are available on Databricks side
- Gateway diagnostics show āNetwork alias interface: Ethernetā (default)
