The Nevada lawmaker yesterday denied the allegations but said in a statement quoted by US media that they could be "a distraction from a fair and thorough discussion of the issues in a reelection campaign."
The Ethics Committee said on Friday that it was aware of "public allegations" against Kihuen, who was only elected last year.
The first woman to come forward with allegations, published by BuzzFeed, said Kihuen made repeated sexual advances and touched her thigh twice without consent while she was working on his campaign team in 2016.
Kihuen, 37, is the latest in a series of politicians brought down by harassment allegations.
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Two other Democratic members of Congress have so far this year resigned or announced their intention to do so following accusations of sexual misconduct: Michigan Representative John Conyers and Minnesota Senator Al Franken.
The House Ethics Committee is also carrying out other investigations into two Republican politicians: Texas Congressman Blake Farenthold, accused of sexual harassment, and Trent Franks, who asked a female staff member to act as a surrogate for him and his wife. Franks resigned last week.