Infopath getting error Failed Connection to Data Source

Go to Tools-->Form options in infopath form menu

Select Security and Trust Category

Unselect Automatically determine security level(recomended)

select Full Trust option

click ok


Now Preview the infopath form you won't get that error.

Note:This error will come while getting or submitting data from sharepoint list ,If there is any dataconenction you can get that type of error.