Secretary of Labor Raymond J. Donovan's New Jersey construction company has hired private detectives to investigate the Senate committee that has been investigating him.

The step evidently was taken with Donovan's knowledge and approval. The chairman of the Senate Labor Committee, Orrin G. Hatch (R-Utah), said yesterday that Donovan told him about two months ago "that he was going to hire investigators and check on the people up here."

"I thought he was just popping off," Hatch said. "I didn't take him seriously at the time."

The reported aim of the private investigators is to determine who has been leaking allegations of ties between Donovan and his firm, Schiavone Construction Co. of Secaucus, N.J., and organized crime.

Actually, many of the allegations have been announced publicly by Hatch's committee rather than leaked. But Donovan, by all accounts, has grown increasingly bitter over the committee's role in pursuing and occasionally publicizing aspects of the Donovan investigation, which is now being conducted primarily by special prosecutor Leon Silverman in New York.

The first clear sign that Donovan was serious seems to have come last week at the White House, where, The Washington Post reported Sunday, Donovan angrily told Hatch: "We'll see who's immoral on Capitol Hill and who isn't."

A Newark lawyer for Schiavone Construction, in which Donovan still owns a substantial portion of stock through a trustee, confirmed that the company had hired private detectives.

"No one is excluded, nor should they be," the lawyer, Theodore W. Geiser, told The Newark Star-Ledger when asked if the private investigators were focusing on members or staff aides of the Senate committee.

"This is to even up the sides a little," Geiser added in a subsequent statement. He said the detectives would look into what they believed to be "interesting connections" between members of Congress and convicted criminals who have been making accusations against Donovan and Schiavone Construction.

A spokesman said Donovan declined to comment.

Among committee members, the sharpest reaction came from Sen. Dan Quayle (R-Ind.), who said that at first he "just couldn't believe they were doing this."

"This kind of conduct is offensive and reprehensible," he said.

Hatch said he thought it "highly unusual, if not downright offensive, to even have a person of Mr. Donovan's position indicating that he's going to look at committee investigators or members of Congress or anything else."

Donovan "has a right to do whatever he wants to do, I suppose, but if I were in Mr. Donovan's shoes and somebody was accusing me of the type of things he's been accused of, I would move heaven and earth to disprove those, and that's where all of my efforts would go," Hatch said.

Geiser became less accessible to reporters yesterday afternoon after, according to an informed source, a lengthy telephone conversation with Donovan. But in his statement earlier in the day, Geiser protested that Schaivone Construction "has been subjected to accusations reported in the media on virtually a daily basis."

"For the most part, the alleged informants are unidentified, or where the informant is identified, he is uniformly a convicted criminal. This common denominator leads us to believe that the criminal connections are not with Schiavone Construction Co. but with others, including members of Congress with whom these rogues obviously have constant communication.

"We intend to explore these interesting connections, and to determine what, if any, bargains have been made in exchange for allegations."

Much of Donovan's ire, sources say, has been directed at Senate committee investigators Frank Silbey and Walter Sheridan, and at their respective bosses, Hatch and Sen. Edward M. Kennedy (D-Mass), the ranking minority member.