First, always contact the agency the contingent worker is staffed through. If the subject of the allegation or investigation is a contingent worker, you should discuss it in depth with the staffing agency. It may be most prudent to simply end the assignment for that individual and ask for another worker to be sent. You have no obligation to prove innocence or guilt for someone who is not your own worker. That may not always be the best move for your company, though. You may need to partner with the agency, who may wish to send someone to your site to co-interview with you as you proceed through an agreed investigation plan.
Sometimes you will have an internal investigation on your own employee that necessitates interviewing a contingent worker who has no allegations against them. In these cases, it is best practice to contact the agency in advance to explain the situation and ask if they would like to participate in the interview. Typically this would be done by including them by phone or video rather than onsite, because they usually just want to be certain their employee is comfortable. If they do not participate, it is a courtesy to provide some follow up information as appropriate to the investigation confidentiality. For instance, it could include areas where processes are not being consistently followed due to inconsistent instruction provided to the contingent workers . Best practice would be to confirm formally that the worker was not identified as a subject in the investigation and to thank the agency for their participation.