Is the field a Date format on the database as it sounds like it isn't.
If it is a text field then alter the universe to take this as a date.
e.g. in Oracle : to_date(field_name,'yyyymmdd')
since this is now a date field, changing the format in the report will work.
Note: Before doing this make sure that all the records have a date of this format as the SQL will fail if any are not.
If you can not change the universe then convert the field into a date in the report by creating a variable using the ToDate function. Report this variable instead of the database field.