I am having this same error with the performance dashboard reports on SQL 2008 r2:

When I click the blue CPU bar from the "System CPU Utilization" section, I get the error: "A data source instance has not been supplied for the data source 'CHECK_DEPENDENCIES'.

However, when I run the same report against a different SQL 2008 R2 server, the "Recent CPU Consumption" page displays without error. I have ensured that I am using the same .rdl file against both servers, and I have ensured that the dashboard stored procedures are identical on each of the servers. I'm puzzled why it works on one server and not the other.

Does anyone know how to fix this issue?