Fulham said they were trying to establish whether anyone at the club had been affected, encouraging people to come forward to its safeguarding department or the police.
“I read all the newspapers yesterday of course and to be honest it’s not the biggest surprise,” Haugenes said.
“We were aware he liked young, blonde girls. So we just made sure that situations couldn’t occur. We protected the players.”
Al Fayed bought Fulham for a reported £30m in 1997.
During his tenure as owner, the men’s team rose from the third tier of English football to the Premier League.
He backed a move to make the women’s team fully professional in 2000, the first side in Europe to do so, but they were downgraded to semi-professional in 2003 and funding was withdrawn in 2006.
Haugenes also said that he was paid by Harrods, rather than Fulham, during his time at the club.
“When the payslip came from Harrods it was quite strange. Also, the contract said that they could put me in the food shop in Dublin if that was what I wanted. It would never have happened today,” he said.
In response, Fulham referred to their earlier statement, which said: “We are deeply troubled and concerned to learn of the disturbing reports following yesterday’s documentary. We have sincere empathy for the women who have shared their experiences.
“We are in the process of establishing whether anyone at the club is, or has been, affected.
“Should any person wish to share information or experiences relating to these allegations, we encourage them to contact the club at safeguarding@fulhamfc.com or the police.”