This follows the reprimand of a guard at the New York headquarters over his behaviour towards an Israeli colleague.
A letter to all security staff said that a panel had been set up to "establish the facts" about recent allegations, AP news agency said.
The panel will comprise officials from two departments who will interview staff about the incidents.
In February, a guard was reprimanded because of his behaviour towards an Israeli colleague, which included drawing swastikas on a log sheet and making Nazi-like salutes.
Commenting on the case at the time, UN spokesman Stephane Dujarric said that the person responsible had been disciplined and "a number of staff" had to undergo sensitivity training.
Don't you feel so more confident now of the UN?