JEFFERSON CITY, Mo. (AP) – Missouri Governor Eric Greitens acknowledges he was “unfaithful” in his marriage but denies allegations that he blackmailed the woman he had an extramarital affair with to stay quiet.

The Republican governor and his wife released a statement Wednesday night. It came after St. Louis television station KMOV reported that Greitens had a sexual relationship with his former hairdresser in 2015. The station reported that the woman’s ex-husband alleged Greitens photographed her nude and threatened to publicize the images if she spoke about the affair.

The woman allegedly involved did not comment on the record to the station, which released its report late Wednesday after Greitens gave his State of the State speech. But her ex-husband provided a recording of her detailing a sexual encounter with Greitens and saying Greitens told her the photos would be released if she exposed the affair. She did not know she was being recorded.

Greitens’ statement with his wife, Sheena, didn’t address the affair specifically or the allegations, but in a separate statement Greitens’ attorney, Jim Bennett, said, “There was no blackmail and that claim is false.”