Unfortunately filtering report by audience in not currently supported. Instead, use Microsoft Excel to filter a report from an audience list.

Instructions

1. Open the report which contains a list of users and apply any required filters. If possible, filter by user attributes to limit the number of users as much as possible beforehand, as Excel may crash if you try to filter from too large of a list. 
2. Export the User Details list, and the relevant Audience.
   Export report:
   
   Export audience from preview:
   
3. Open both exports in Excel.
4. Copy the data from the Audience export and paste it into a new spreadsheet tab in the User Details export.
   
5. Update the email address column header in both tables to user_email.
   
6. Select a cell in the User Details table.
7. On the Data tab of the Ribbon, in the Sort & Filter group, click Advanced, to open the Advanced Filter dialog box.
   
8. For Action, select Filter the list in place.
9. For List range, select the User Details table, including the column headers.
10. For Criteria range, select all cells in the Audience table user_email column, including the column header.
    
11. Click OK, to see the results.

 
This will filter the report data to only users whose email address is in the audience. The method should work for any report containing a list of users. Just make sure that both tables have a a columns specifically named "user_email", or some other matching column header title.
 

Possible Limitations

There are a couple of limitations to be aware of when using this method:

• Users must have an email address for this method to work effectively.
• The filtering is based on the audience at the point when it was exported. Any changes made to the audience between the campaign being sent and the point when you export may result in differences between the campaign audience and the exported audience.