I have an Azure Synapse Workspace with SQL Server Dedicated Pool
and have Disabled the Public Network Access
and loaded data
I could fetch the data
and I have loaded the data into Power BI desktop application
and I have used "Direct Query"
I have published the Power BI Report from the VM
However, I am not able to open the Report or Dataset in Power BI Service
Failed to update data source credentials: Reason: An instance-specific error occurred while establishing a connection to SQL Server. Connection was denied since Deny Public Network Access is set to Yes (https://docs.microsoft.com/azure/azure-sql/database/connectivity-settings#deny-public-network-access). To connect to this server, use the Private Endpoint from inside your virtual network (https://docs.microsoft.com/azure/sql-database/sql-database-private-endpoint-overview#how-to-set-up-private-link-for-azure-sql-database).
as well as report is not loading in Azure Synapse
What should I do so that I can access the Power BI report on the Power BI service as well as on the Azure Synapse Studio without having to enable the "Public Network Access"?
Does your Synapse Warehouse have a private endpoint? (Assuming yes) There are two ways of approaching this. You can deploy a VM in the same VNet where you can install the on-premises data gateway, you might have to add some NSG rules for connectivity to fully work if it's a locked down VNet.
Alternatively, you can try VNet integration which lets you communicate with the Power BI service privately without the need of setting up the on-premises data gateway. That feature is in preview, however.
Then when your datasets are published, you just set the datasources to use your newly deployed gateway.