Connection to MS Azure Using Authentication Other Than Windows Authentication or Server Login and Password

Issue

Tableau Desktop is unable to connect to Microsoft Azure data sources using the following authentication types:

Active Directory Integrated Authentication
Active Directory Universal Authentication
Active Directory Password Authentication
Multi Factor authentication

Environment

Tableau Desktop
Microsoft Azure SQL
Azure Analysis Services

Resolution

Please try the following workarounds:

For Azure SQL databases, use SQL Authentication (which uses a username and password).
For Azure Analysis Services, create a guest (B2B collaboration) user account for use with Tableau.

Additional Information

For more information about this topic, see the following documentation in the Microsoft Knowledge Base:

Authentication and user permissions (Azure Analysis Services)
Azure SQL Database and SQL Data Warehouse access control

When logging in to Azure Analysis Services in Tableau Desktop using Active Directory Universal Authentication, the following error may occur:

An error occurred while communicating with the Microsoft Analysis Services data source 'asazure://<url>'.
Unable to connect to the server. Check that the server is running and that you have access privileges to the requested database.
Database error 0x80004005: COM error: COM error: mscorlib; Exception has been thrown by the target of an invocation..
Unable to connect to the server. Check that the server is running and that you have access privileges to the requested database.

Additionally, to voice your support for the future implementation of such a feature, please vote on the following Community Ideas:
Azure Integrated Authentication
Allow Azure Analysis Services with SSO