"I've always said that if heads don't roll, the culture in a federal agency will never change," the Iowa lawmaker said in a statement.
The episode took a sharp political turn Wednesday when presumptive Republican presidential nominee Mitt Romney said he would fire the agents involved.
Romney told radio host Laura Ingraham that he'd "clean house" at the Secret Service.
"The right thing to do is to remove people who have violated the public trust and have put their play time and their personal interests ahead of the interests of the nation," Romney said.
While Romney suggested to Ingraham that a leadership problem led to the scandal, he told a Columbus, Ohio, radio station earlier that he has confidence in Sullivan, the head of the agency.
At least 10 military personnel who were staying at the same hotel are also being investigated for misconduct. The troops are suspected of violating curfews set by their commanders.
Two U.S. military officials have said they include five Army Green Berets. One of the officials said the group also includes two Navy Explosive Ordinance Disposal technicians, two Marine dog handlers and an Air Force airman. The officials spoke on condition of anonymity because the investigation is still under way.
The Secret Service's Office of Professional Responsibility, which handles that agency's internal affairs, is investigating, and the Homeland Security Department's inspector general also has been notified.
Sullivan, who this week has briefed lawmakers behind closed doors, said he has referred to the case to an independent government investigator.