News that Virginia Gov. Terry McAuliffe (D) was the subject of a federal investigation into donations to his 2013 campaign came as a surprise to the governor himself.

Asked Tuesday by reporters in Boyce, Virginia about CNN’s report on the probe, McAuliffe said his reaction was, “Shock. No one had outreached us [sic].”

Anonymous U.S. officials briefed on the investigation told CNN that the FBI and the Justice Department’s public integrity unit have been looking into the Virginia governor’s campaign donations since at least last year. McAuliffe told reporters that he, like the public, learned of the probe from that report.

A $120,000 contribution from Chinese businessman Wang Wengliang, who has also donated to Bill and Hillary Clinton’s foundation, reportedly was one red flag for investigators.

McAuliffe assured reporters that Wengliang, like all of his donors, had been “fully vetted.”

“There’s no allegations of wrongdoing,” McAuliffe said. “They’re entitled to do an investigation. As I say in relation to this donor, he’s a valid donor. Had been a green card holder since 2007, and, you know, we fully vetted him.”

McAuliffe, a major fundraiser for the Democratic Party and a close friend of the Clintons, batted away suggestions that he used his former position as Clinton Global Initiative board member to solicit donations for both his campaign and the foundation.

“I didn’t bring the donor in,” he insisted.

Pushed to address the 100 donors that donated to both the Clintons’ foundation and his campaign, McAuliffe said, “I think we travel the same circles. I’ve traveled the globe with President Clinton and we have a lot of the same friends. Those that give to the Clinton foundation have been friends of mine for years. We friendship together.”