PORTLAND, Ore.—House Minority Leader Nancy Pelosi (D., Calif.) called Sunday for an ethics probe into Democratic U.S. Rep. David Wu following a newspaper report earlier in the day about an alleged unwanted advance in November by Mr. Wu toward a young California woman, the daughter of a longtime Wu supporter.

"With deep disappointment and sadness about this situation, I hope that the Ethics Committee will take up this matter," Ms. Pelosi said in a statement.

Prior...