It is not common for police officers to report their fellow officers for misconduct but it does happen, especially in particularly egregious cases. When Officer Frank Serpico testified against his fellow officers related to the Rodney King incident, people were shocked.
There is an informal "Blue Code of Silence" that police officers will not report other officers for crimes or they will risk their reputation and possibly their job. Some police departments have been found to have high levels of corruption and cover ups to protect fellow officers. For this reason, it is necessary to have external audits of police departments to uncover police misconduct.