If you are using a report server, then perform the following steps:
- Be sure you’re on a version of IE this will not work correctly in Chrome
- Go to your report server
- Click on … , on top-right of your report name
- Click on ‘Manage’
- Click on ‘Data Sources’
- Make sure that Connect to: settings are pointing to the right places.
You would be amazed how many times this will happen because of a credentials issue or how the data source is setup.
In the same case share data source will be in a different folder than the initial one. Maybe you will see a warning label.
Without more information about what kind of server you are using, this is all I can think of suggesting.