I’ve tested this solution on a server with on SharePoint 2010.

First solution

Configure the Reporting Services integration in Central Administration to use a Trusted Account rather than Windows authentication. Here’s the steps needed to accomplish that:

1. Open Central Administration and click General Application Settings.
2. Select Reporting Services Integration
3.  Change the Authentication mode from Windows Authentication to Trusted Account.
4. Enter credentials of an account that is an administrator.

Second solution

1. Click Start, click Run, type regedit, and then click OK.
2. In Registry Editor, locate and then click the following registry key:
   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\MSV1_0
3. Right-click MSV1_0, point to New, and then click Multi-String Value.
4. Type BackConnectionHostNames, and then press ENTER.
5. Right-click BackConnectionHostNames, and then click Modify.
6. In the Value data box, type the host name or the host names for the sites that are on the local computer, and then click OK.
7. Quit Registry Editor, and then restart the server.