The allegation is understood not to be the one which resulted in Mr Worth resigning his ministerial portfolio.
Mr Key said today he had previously looked into an allegation around Mr Worth's behaviour and was satisfied with the answers he received.
But on the latest allegation, he said he would have sacked Dr Worth had the internal affairs and land minister not resigned.
Police confirmed today they were investigating a complaint against an MP but wouldn't say who it was.
The complaint was made in Auckland two weeks ago in relation to a recent incident. Preliminary inquiries were done, then the case was transferred to Wellington City CIB head Inspector Paul Basham.
Mr Goff's spokesman confirmed rumours tonight that the Labour leader had raised a complaint with Mr Key about a month ago after a woman approached the party.
Mr Goff had decided not to raise the issue publicly and allow Mr Key to deal with it as the woman had not wanted to be in the public arena.
The complaint was about "inappropriate behaviour... in the nature of unwanted attention."
The spokesman did not know how the complaint was resolved or what action Mr Key took, but did not believe it was in any way linked to the new complaint that cost Dr Worth his job.
Mr Key said earlier today a previous complaint about Dr Worth involving alleged inappropriate behaviour towards women had been made.
"I've investigated those and been satisfied with the answers I received," he said.
"I've had someone bring an allegation to me, of that nature, and all I can say is I treated that allegation seriously, I investigated it and I was satisfied with the answers I received."
When Mr Key was asked if the new allegation was of a similar nature to the one he looked into, he said yes, but the circumstances were different.
He would not say what the new circumstances were.
"All I can tell you is his conduct does not befit a minister and I will not have him in my Cabinet," Mr Key said earlier.
"If he hadn't resigned I would have sacked him."
Dr Worth, who remains an MP, said in his brief statement he was resigning for personal reasons and he would not be making further comment.
Mr Key said it was up to Dr Worth to comment on the allegations.
"All I can say is that he's subject to a police investigation and in the end he's entitled to a fair investigation." Mr Goff said that was not good enough.
"I think the nature of the allegation should be made public," he told reporters.
"A high public office that the minister holds, or held, is sufficient to justify an explanation being given to the public.
"When you are in public office you can't hide behind secrecy and non-disclosure of reasons for you resignation." Mr Key said he was told of the allegation late last Tuesday afternoon.
In Parliament today, Mr Goff asked why he had taken a week to act.
Mr Key said his office sought information before he moved.
"There was a process to work through and information to reach...I am a fair person and I believe in natural justice."
He refused to answer questions in Parliament about the nature of the allegations, saying he did not want to taint the police investigation.
"I don't think it would be appropriate for me to contaminate that investigation by making loose comments." The allegation about a "relatively recent" incident was bought to Mr Key's attention by an outside party. Dr Worth had not come to him about it.
Dr Worth has been given a two-week leave of absence from Parliament, "because I think he needs some time to reflect on his future and whether he intends to stay as an MP".
Mr Key said it was up to Dr Worth to decide whether to leave Parliament, but if police laid charges he may be suspended or expelled from Caucus.
"It may be in the fullness of time he is not appropriate to be a member of Parliament. But that is not something I can adjudicate on at this time."
Dr Worth has been at the centre of a number of judgment lapses that have shunted him into the media limelight.
He was reprimanded by Mr Key in April over a potential conflict of interest on a trip to India. He made other gaffes but none were serious.
Mr Key said the resignation had nothing to do with those.
"The decision that has been reached today has been reached on the back of this incident and nothing else."
Dr Worth was a minister outside cabinet holding the portfolios of internal affairs and land information. He was also an associate minister of justice.
Dr Worth's ministerial responsibilities have been temporarily transferred to Maurice Williamson.
Mr Key said he would permanently reallocate them in "the near future".
Mr Worth is the first minister to resign in the new Government, elected last November.
