JEFFERSON CITY, Mo. -- Missouri Gov. 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 CBS St. Louis affiliate KMOV-TV 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 ex-husband says the sexual relationship between his now ex-wife and Greitens occurred in March 2015, just months before he announced he was running for governor.

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The woman allegedly involved didn't 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 she says she had with Greitens in March 2015 at his St. Louis home and saying Greitens told her the photos would be released if she exposed the affair. She didn't know she was being recorded by her then-husband.

KMOV-TV didn't name the woman or her ex-husband.

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."

The station points out that, during his campaign and while serving in his first year in office as governor, Greitens has billed himself a family man. During his campaign announcement, he stated, "I'm Eric Greitens, I'm a Navy SEAL, native Missourian and most importantly, a proud husband and father."

KMOV-TV spoke to the woman's attorney, who said, "No comment."

Al Watkins, an attorney for the ex-husband of the woman who allegedly had the affair with Greitens, said they tried to reconcile after the March 2015 incident but that the affair with Greitens continued for several months and led to their breakup.

The man told KMOV-TV that he believed the story would eventually be made public and he wanted to protect his family.

Bennett said the KMOV-TV report, "contained multiple false allegations. The claim that this nearly three-year old story has generated or should generate law enforcement interest is completely false. There was no blackmail and that claim is false. This personal matter has been addressed by the Governor and Mrs. Greitens privately years ago when it happened. The outrageous claims of improper conduct regarding these almost three-year-ago events are false."

In their joint statement, Eric and Sheena Greitens said, "A few years ago, before Eric was elected Governor, there was a time when he was unfaithful in our marriage. This was a deeply personal mistake. Eric took responsibility, and we dealt with this together honestly and privately. While we never would have wished for this pain in our marriage, or the pain that this has caused others, with God's mercy Sheena has forgiven and we have emerged stronger. We understand that there will be some people who cannot forgive -- but for those who can find it in your heart, Eric asks for your forgiveness, and we are grateful for your love, your compassion, and your prayers."

In addition, a statement from Sheena alone said, "We have a loving marriage and an awesome family; anything beyond that is between us and God. I want the media and those who wish to peddle gossip to stay away from me and my children."