Speaking to Sky News, Ms Gascoigne, 37, the daughter of ex-footballer Paul Gascoigne, said the thought of bringing “embarrassment and shame” prevented her from speaking out sooner.
Her words came after the department store said more than 250 people are part of its process to settle compensation claims over alleged historic sexual misconduct by Mr Al Fayed.
The Met asked prosecutors to decide whether to charge the former Harrods and Fulham FC owner in relation to only two out of 21 women who made allegations, including of rape and sexual assault, between 2005 and 2023.
Evidence was shown to the Crown Prosecution Service (CPS) in 2009 and 2015, but it decided not to go ahead with either because there was not “a realistic prospect of conviction”.
Addressing her time working at Harrods, Ms Gascoigne said: “He (Mr Al Fayed) used to tell me how much of a bad father my dad was, because he used to come into the store drunk.
“He used to tell me that he (Gascoigne) was an embarrassment, that I should look to him as a father figure.
“I just felt a false sense of security with him early doors, because I used to go into the store with my mum and dad, and he used to come over, be very charming, bring us gifts, very personable.
“So I literally felt quite safe in his presence early doors.”
Ms Gascoigne told Sky News that Mr Al Fayed had offered her the opportunity to stay in the Harrods Park Lane apartment before a work flight.
She told the broadcaster: “He turned up at the apartment, to my shock. I just couldn’t believe it.
“I was just gobsmacked. I was kind of very shell-shocked, that I just didn’t really know what to do.
“He came in, and then he sat me down on the sofa and was obviously very forceful with the touching and the kissing.
“He got his private out and got my hand and was trying to manoeuvre it on his parts, and when that didn’t work, he was trying to force my head on his lap.
“I don’t know how but I managed to wiggle away.”
Ms Gascoigne continued: “I think possibly that him knowing my parents… I don’t know, that might have saved me at that moment, but it was horrific.
“Obviously, I loved my job, because it was exactly what I wanted to do – that was my dream.
“He was doing all these things to me and I was close to people that he knew, and I felt like I couldn’t even tell them either because I didn’t want to bring embarrassment and shame.”
Explaining why she had not spoken out about Mr Al Fayed sooner, Ms Gascoigne said: “I was just trying to deal with what I was dealing with, what was going on, because it was just so horrific – and I just didn’t want to lose my job at that point.
“He told me that if I would say anything that I would lose my job.
“So I just really got scared.
“I look back now and just feel very sorry for my 16-year-old self, and wish I could protect her.
“I feel like I have to do this, I want to do this, and I want to stand for the women and just hopefully make any kind of change (so) that in the future, my daughter wouldn’t have to go through something like this.
“It would be spoken about, and these predators wouldn’t be able to get away with what they’re getting away with.”
Mr Al Fayed acquired Harrods for £615 million in 1985.
In 2010, after 26 years in charge, he sold the department store to the Qatari royal family for a reported £1.5 billion.
Mr Al Fayed died in 2023, aged 94.