Speaking on BBC Radio Scotland on Tuesday, Ms Baillie said she would “absolutely” support an inquiry.
The Holyrood committee inquiry into the Scottish Government’s unlawful investigation of Mr Salmond concluded that Nicola Sturgeon misled the committee after a majority of members agreed she had provided an “inaccurate account” of a meeting with her predecessor, a potential breach of the ministerial code.
The findings are separate from those of James Hamilton, who reported on Monday there had been no breach of the ministerial code by the First Minister over her role in the saga.
Ms Baillie said: “The leaks against the women were particularly bad, because they had the bravery to come forward to speak to the committee.
“It was entirely inappropriate that that information was leaked to the public domain.”
When asked if she leaked the evidence to the press, Ms Baillie responded “absolutely not”, adding: “I would never do that. These two women were very brave in coming forward. I regret the fact that information was leaked. It shouldn’t have been.”
Ms Baillie added: “When a committee meets in private, then that is exactly what they should be, particularly when you’re dealing with such sensitive issues.
“For the two women to come along and give their evidence, for it then to be shared in the public domain, is simply not acceptable.”
Committee members have held 14 public evidence sessions, questioning a range of witnesses about the development of the complaints policy that was used unlawfully, the handling of the allegations, Mr Salmond’s successful judicial review and the ministerial code.
Following the report’s publication, committee convener Linda Fabiani said: “Throughout this inquiry there has been speculation and rumour around the work of our committee.
“These women were badly let down by the Scottish Government, but they have also been let down by some members of our committee.
“I am truly dismayed by the hurt some of the committee leaks will have caused them. I apologise to them unreservedly. This is not who we should be as a committee of this Parliament.”