Dan English provides a hookup:
In this post I will go over a topic that is frequently asked about and that is using a Service Principal account with Power BI when connecting to data sources. Currently today none of the built-in connectors support this capability natively, but the SQL Server ODBC driver does support the use of a Service Principal account. The one caveat with using an ODBC driver with Power BI is that a gateway would be required once the report is published to the service.
Read on for the step-by-step process.