AnyData::Format::HTMLtable claims to support DBI directly:

use DBI;
my $dbh = DBI->connect ("dbi:AnyData:");
$dbh->func ("table1", "HTMLtable", $filename, "ad_catalog");
my $hits = $dbh->selectall_arrayref ("select name from foo where bar =
+ 42");
# ... other DBI/SQL operations
[download]

I never used it, but it sounds more or less what you are looking for.