If you press the "enter" key to bring up the chat window, you should be able to see all of the conversations that were done recently. Click on that person's name in the chat window, and the "add a friend" box appears. Then you can click on "report" from that box.
If the player's text chat is still visible in your chat window, you can use report, even if the player has left the area. Just click on the chat line to bring up the player's info window and use the report function.