The union did not say who any complaint or legal action would target.
"At this stage it's so early. Really she hasn't made a decision at all yet and we're just trying to help her through this initial stage of figuring out she wants to do, if anything.
"I'm guessing over the next week or so she'll probably make a decision. We're giving her all of her options and then she'll be able to decide."
In a post on the left-wing website The Daily Blog last week, Ms Bailey revealed that Mr Key had pulled her hair on a number of occasions over several months while she was working at Rosie cafe in Parnell.
Ms Bailey said his harassment continued despite her telling him to stop, and despite his wife Bronagh telling him off for his behaviour.
Mr Key later gave her two bottles of wine as an apology.
His actions were criticised by Human Rights Commissioner Jackie Blue, and serial litigant Graham McCready today presented paperwork for filing on a proposed assault case against the Prime Minister.