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Connecting Excel to Power BI Premium Datasets

Gilbert Quevauvilliers shows how to connect Excel to a Power BI Premium dataset directly, using its XMLA endpoints:

I have had seen a few questions in the Power BI Community, as well as from other people asking if it is possible to connect directly from Excel to a Power BI Premium dataset from Excel. Without having to log into the Power BI Service or download any .ODC files.

I am going to show you how to do this below.

Read on for a screenshot-fueled demonstration.