When Dr Coxon was asked by the BBC on a London street whether she carried out the tests, she replied “no”.
The denial is contradicted by another former employee, Natacha, who described the examinations as “wholly unnecessary” and “intrusive”.
Dr Coxon repeatedly said “no comment” when asked about her time working for the former Harrods boss.
When asked if she regretted working for him, she said “no”.
The doctor was one of at least two who are reported to have carried out the medical tests. Another, Wendy Snell, has since died.
Natacha, who has partially waived her right to anonymity, is among a group of women preparing to make a formal complaint about the medical procedures to the General Medical Council.
Many of the women interviewed for the BBC documentary and podcast Al-Fayed: Predator at Harrods said they were subjected to the tests when they started working for the London department store.
Kate said a “company medical” with Dr Coxon was organised for her, and explained as a perk of working in the chairman’s office.