The margins are from the renderer, not the report. For example if you're rendering as HTML then the margins are controlled by the styling. For a PDF the margins are controlled by the PDF printer.
If you look at the Report's properties then the margins can be set there. This is supposed to be used by the renderer to help control rendering but it is up to the renderer to decide how much.
You didn't specify what report viewer you're using. There are several including Web Forms, Win Forms, SSRS UX and custom. Can you share your viewer information, report properties and repro steps?