What helps
Asking for details, proof, 'are you sure?' makes them carry the job of convincing you. They choose what they say. You do not repeat their account to others.
You do not tell them to leave, to file a complaint, or to stay quiet. If they ask for a specific help, you answer that. Otherwise, a short presence. Any step, if there is one, is theirs.
Later, you do not hold an HR review. You do not conclude they should have acted, or that they did the right thing. Time does not give you that right.
Concrete example
"I believe what you're telling me. You don't have to prove it."
Key takeaway
- No investigation. No imposed plan.
- What they tell you does not leave the two of you.
Try next time
One sentence that takes it seriously, with no question about the facts and no advice about a procedure.