Should I report a labmate who is into drugs?
Are you just talking about marijuana? This is (mostly) legal in Washington and Colorado currently, decriminalized in New York (in practice it's similar to  a parking ticket), and on ballot measures in many other states (so give it two weeks). In short, the American public (or more than half of it) has shown signs of moving past marijuana as a moral issue.

Here you write:


  I find that one of the senior PhD students in my lab is into drugs big league.


Which makes me think he's running a meth lab out of your school. But here:


  sometimes the smell in the lab during the late hours is horrible, and he moans incongruously and loudly at times without taking others' presence into consideration


That sounds more like marijuana. (Not sure what you mean by moaning though).

And here:


  Talking to the supervisor may not be of use, because he takes it coolly and I have heard the two joke about drug use in casual conversations. 


It makes me think it's a drug that's just actually accepted for use. Which raises the question: Is it possible you are being very judgmental here and are in the wrong?

Normally I would discuss the smell and "moaning" in their own right. You generally have a right to an odor-free work environment. But I also don't know if these are grievances you only have because you have a vendetta against his marijuana use in the first place, and yes, there is a pretty realistic chance that anyone you raise this grievance to will have the same thought. If you portray recreational drug use to his supervisor or anyone else the way you did in your post, you're going to be laughed at and lose trust.

You probably want to entirely let this go. See if you can lessen the vendetta against the drug. It's possible the student has some awful behavior but I don't even have enough information in your OP to seriously advise on this.