Data source connectivity is one of the strengths of Power BI, due to the vast list of standard data source connectors included in Power BI Desktop, in addition, to support for Open Database Connectivity (ODBC) and Object Linking and Embedding, Database (OLE DB) connections. The breadth of data connectivity options is further bolstered by the ability for developers to create custom Power BI data connectors for a specific application, service, or data source. Custom data connectors, the data retrieval processes created for all data sources for Power BI, and other Microsoft applications are developed with the M language.

Power BI's data connectors are consistently extended and improved with each monthly release of Power BI Desktop. New data sources are commonly added as a preview or beta release feature and previous beta connectors are moved from beta to general availability. 

In the following example from the October 2017 release of Power BI Desktop, the connector for Google BigQuery is in beta while Amazon Redshift has been generally available since the June 2017 release: 

The data connector icons exposed in the Get Data graphical interface of Power BI Desktop are associated with the data access functions of M, such as Sql.Database().