If your employer's complaint procedure instructs employees to report harassment only to their immediate supervisors, it may be legally inadequate, because it doesn't adequately address situations where the supervisor is the one committing harassment or may not be impartial. Employers are generally advised to designate at least one official outside an employee's chain of command to take complaints, to ensure that the complaint will be handled impartially. You should first find out whether someone other than your supervisor has been designated to accept complaints. If so, then you should report your harassment complaint to that person, and explain why you were unable to report your complaint to your supervisor. If not, you should register your complaint with someone who is higher than your supervisor in the chain of command, and also explain while doing so why you were unable to report your complaint to your supervisor. It is generally a good idea, and especially in this situation, to report your complaint in writing so that the company has a written record of your complaint.