Yes and no. If the sexual harassment is "quid pro quo" sexual harassment, meaning sex has been made a term or condition of your employment by a supervisor, you do not have to tell them first. If the sexual harassment is "hostile environment," you have to tell a person in a position of authority UNLESS you can prove that the employer has a record of not doing anything even if you report it. If you do not report a "hostile environment" complaint, the employer MIGHT be able to get out of liability.
