MediaWorks this morning confirmed that Harvey was off-air due to the incident.
"Jay-Jay has reported the matter to the police and won't be making further comment at this time. She has thanked the public for their support."
Police today confirmed they had spoken to Harvey and were making inquiries which included reviewing CCTV footage.
A police spokeswoman said although police could investigate a matter without an official complaint being laid, "it could often be difficult to ascertain specific details to enable a thorough investigation to be launched if there is no official complaint".
"This is why we encourage anyone who has been the victim of any crime to report it to police.
"In this matter police did begin to make enquires as soon as we became aware of the situation."
Harvey has alleged she was assaulted by an Auckland taxi driver on Saturday night after leaving a bar in Ponsonby.
The broadcaster and author has posted about her "uncomfortable experience" on Facebook and said the driver "kept asking me if he could touch my breasts and kept holding my hand which I promptly let go of each time".
"He told me he just wanted to touch them," Harvey wrote.
"We pulled up outside my apartment block and he told me he would let me off my $17 fare if I would hook up with him and then he reached over and started fondling my boobs.
"I pushed his hand away and said no and tried to get him to take my eftpos card, which he eventually did."
Dom Harvey said she'd told him yesterday she was okay to appear on the show but she made the decision not to this morning.
"She was saying 'oh no, no, no I"ll be in tomorrow, I'll be in tomorrow'," he said.
Dom Harvey added that after seeing the post, police got in touch with Jay-Jay Harvey after getting her phone number from radio station staff.
They spent a couple of hours at her home questioning her, he said.
Dom Harvey said Jay-Jay wasn't going to bother reporting it to police as she didn't think it was serious enough and questioned whether she was being too friendly.
However, Randell said he stressed to her that she should report it, while Annear said the incident was "unacceptable".
Dom Harvey thanked listeners for supporting his former partner.
Auckland socialite Colin Mathura-Jeffree voiced his support his friend on Twitter today and urged people to stop victim-blaming.
Annear, who was filling in for her, said it wasn't unusual for the shock to take a while to kick in.
"Shock does take a while to come in and then you don't realise it. Yesterday honestly would have just been a blur for her, she would have been getting her head around what happened and trying to figure out what exactly just went down and now I think she needs to take some time for herself," Annear said on air this morning.
"She's not in a good space," Randell replied.
Annear also addressed comments by those on social media about Harvey sitting in the front seat of a taxi.
"I've never really thought about where I should sit," she said.
Harvey later admitted to Fairfax that she regretted posting about the incident, as she was "feeling the pressure" from supporters to complain to police.
Police have been in contact with her, and she has agreed to make a statement once she has "calmed down enough".
A police spokeswoman could not comment on the specifics of the allegation but had general advice for people in similar situations.
"We encourage anyone who believes they have been a victim of a sexual assault to report the matter to police.
"Police take reports of this nature seriously and will investigate accordingly.
"We also urge anyone who has concerns for their immediate safety to call 111 so we can respond."