Connecting PowerBI Embedded to SQL Server

Hi,

I am having problems when I try to get data from an SQL server using Power BI embedded.

The scenario is the following:

I have implemented a MVC application that integrates PowerBI embedded. It works when I am getting data from a SQL Azure, but is not working when the data comes from a SQL Server. The error given is the following:

"Your data gateway (Power BI – personal) is offline, but a data gateway is available."

Is there any way to make it work?

Thanks in advance.