Justin Kestelyn describes the Impala Connector for Power BI Desktop:
Note that the connector currently only supports Import mode, which requires downloading the query output data to the local data model. In future updates, we will enhance the connector with DirectQuery capabilities, as well as with support for refresh scenarios via the Power BI Gateway. [Ed. Note: As of the August 2016 update, the Impala Connector also supports DirectQuery mode, which means you are always viewing the most up-to-date data. The functionality for both periodic refreshes and DirectQuery mode require the Power BI Gateway running either on-premise or in Microsoft Azure.]
Enabling Power BI connectivity to Impala has been a very frequently requested capability from our customers. We encourage you to give it a try and share with us any feedback or issues that you encounter via the “Send a Frown” feature in Power BI Desktop.
Good stuff.