Hi
I can successfully connect to CSV file located at OneDrive from Power BI Service. In your scenario, please connect to CSV file from Power BI Desktop and check if you get any issues.
To connect to CSV file located at OneDrive for business, please follow the guide that Eno1978 posted.
To connect to CSV file located at OneDrive for personal, please enter the following URL in “Get Data->Web” entry in Power BI Desktop, replace the bold parts with the resid and authkey that are found by right-clicking on the specific CSV file and selecting “Embed”. And please choose Basic authentication type when connecting to the CSV file.
https://onedrive.live.com/download?resid=AAXXXX&authkey=AAXXXXXXX&em=x&app=CSV
Thanks,
Lydia Zhang
