Hi @kkonstantin ,
SSRS supports SQL authentication and windows authentication, but not AAD authentication; Azure SQL Database supports SQL authentication and AAD authentication, but not Windows authentication (integrated security). If you attempt to connect to SQL Database using Windows Authentication an error occurs. For more information, please refer to: Azure SQL Connection Type (SSRS).
Therefore, when you select Azure SQL Database as the data source in SSRS, you can choose SQL authentication. Please refer to the link attached by @Martin Dimovski for detailed steps to add Azure SQL Database as data source.
Best Regards,
Joy
If the answer is the right solution, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.
Thanks for your feedback.