I sincerely doubt that he'd do anything to harm her. He's got a little bit of a thing for her mother and as an extension of that, a thing for her. But I've not read the books, so I could be totally off on this.
Tyrion said it best, "The only person Littlefinger loves is Littlefinger." The dude's a calculating sociopath who manipulates absolutely everyone he comes across and he pretty much says that if you let your enemy believe a lie, they can't know your true desires.
He constantly reminds people he loved Cat, so much that everyone widely knows the story of how he fought Brandon Stark and lost Cat's hand. Yet, despite his professed love for her, he doesn't care at all about her death at the Red Wedding. His bringing Ned's body to her was more political maneuvering to try and weasel back into her life and possibly get into position to become Lord of Winterfell and if he managed to become Warden of the North, it would have been him enjoying the power the Boltons have now.
However, since that didn't pan out, he makes sure that he becomes Lord of Harrenhal after Blackwater and he uses that to immediately go after the Vale because it's not only the safest place in Westeros to defend, but he knows how easy it is to manipulate Lysa because of her feelings. He went from a nobody barely noble to the Lord of one of the great Houses in a very quick turn of events. Now he has the oldest known Stark, he could seduce Sansa the same way he did Lysa and return her to Winterfell, effectively becoming the Lord of both The Vale and Winterfell. Sansa's smart and shrewd, but she's also young and relatively inexperienced. She knows what to say to avoid getting the axe, but she's always had somebody pulling her strings. Even with her position to completely fuck Littlefinger, she's tipped her hand into making it known she's on his side and that she at least trusts him more than everyone else. That can be very dangerous because once again, Littlefinger is a master manipulator who's already used Sansa to murder Joffrey by giving her that necklace sob story from Ser Dontos, but he also made sure to arrange it to kiss her infront of Lysa, which Sansa hardly resisted. All he has to do is make her feel more empowered than she was in King's Landing and that she's his partner and she won't see his more subtle manipulation.
Basically, I believe that Sansa's a means to an end that will be discarded as soon as she isn't useful. Don't forget, Littlefinger started everything when be had Lysa poison Jon Arryn and he organized Joffrey's death and nobody has any idea it was him, and he's been removing all the loose ends. Sansa may not realize that Littlefinger got her family involved in King's Landing and subsequently the war after he betrayed Ned. By showing her just enough ruthlessness she thinks she knows the bounds of Littlefinger's capacity and he's feeding her the same "I loved your mother" bullshit he fed the rest of the Kingdoms, he's masking his intensions to her while giving her a plausible lie. He even tells her that that's why he had Joffrey killed as revenge. He's posturing himself that he cares about Sansa because she reminds him of her mother and that it's his duty to protect her. It's a solid lie that doesn't hold up when you start to pull at the threads. Littlefinger never would have himself such an obvious weakness, and he is talented at getting people to believe what he wants them to.
He's easily one of the most dangerous men in Westeros, precisely because nobody save Varys realizes it. And he has an advantage over Varys because he knows where Varys' loyalties and intent lie.