It's uncommon, but yes, for cases that Pizza Steve described that is what would happen.
Most performance issues are resolved with the manager "in the room".
If your staff member has not come to you in the first instance regarding something they need to take to HR, then I would politely suggest your people management skills need refreshing.
If it's HR initiated...well... HR can generally do what it likes - they're primary purpose is to protect the Company - staff and managers come second to that.