Simple answer, Yes, long answer, why would you want to?
The Power BI on-premises data gateway is designed to be installed on Windows machine, as the requirements are below.
- .NET Framework 4.6 (Gateway release August 2019 and earlier)
- .NET Framework 4.7.2 (Gateway release September 2019 and later)
- A 64-bit version of Windows 8 or a 64-bit version of Windows Server
2012 R2
So you would have to host a windows VM in your AWS environment to use it, which is not rally a cost effect way.
The on-premises data gateway, without getting into the detail, works abit like vpn and creates a tunnel to Power BI for the data to be transmitted. It works over Https so companies with existing infrastructure big or small can hook up existing databases and systems without needing to worry about, firewalls, ports, security, ip addresses, etc.
If have data in AWS or even if you wanted to connect through AWS to on premises data, I would definitely looking at other options. You have the full power of the AWS security infrastructure at your fingers tips.
Power BI can connect directly to RDS and many other services hosted on AWS, so I would be thinking about what my data source is first and the best way to connect it.