Internal .NET Framework Data Provider error 1025

While the other answers are true, note that when trying to use it after a select statement one has to call AsQueryable() explicitly, otherwise the compiler will assume that we are trying to use IEnumerable methods, which expect a Func and not Expression<Func>.

This was probably the issue of the original poster, as otherwise the compiler will complain most of the time that it is looking for Expression<Func> and not Func.

Demo:
The following will fail:

MyContext.MySet.Where(m => 
      m.SubCollection.Select(s => s.SubItem).Any(expr))
         .Load()

While the following will work:

MyContext.MySet.Where(m => 
      m.SubCollection.Select(s => s.SubItem).AsQueryable().Any(expr))
         .Load()