Never thought I would have to tackle this ever in my life, but never say never… today I actually had to figure out how to use an animated GIF as a part of my Power BI report. You might assume that this should be very simple, all you have to do is place this image on the report canvas, but turns out, that if you do it, the image will not play.
The solution is to place a button on canvas, use its Fill property and insert an image there (don’t forget to adjust the transparency setting to fit your need). Once I did that, my image was playing quite nicely.
As a side note, placing an animated GIF as a background also works, no workarounds are needed.