Southhaven Mayor Greg Davis

A conservative Mississippi mayor has said he is gay after an audit showed he had the city pay for a wide range of personal expenses, including a visit to a gay sex store in Canada.

Southaven Mayor Greg Davis revealed publicly for the first time Thursday that he is gay, and said he has struggled to keep his sexuality from affecting his public role as mayor of Mississippi’s third-largest city.

“At this point in my life and in my career, while I have tried to maintain separation between my personal and public life, it is obvious that this can no longer remain the case,” Davis told the Commercial Appeal, a Tennessee-based publication. “While I have performed my job as mayor, in my opinion, as a very conservative, progressive individual — and still continue to be a very conservative individual — I think that it is important that I discuss the struggles I have had over the last few years when I came to the realization that I am gay.”

Davis, a Republican, has been under criminal investigation for allegedly misusing $170,000 in city funds on both his city-issued and personal credit cards. According to the Commercial Appeal, an audit revealed he used city money to pay for thousands of dollars worth of liquor, expensive dinners, and a $67 charge at Priape, a Toronto store described by its website as “Canada’s premiere gay lifestyle store and sex shop.”

He told the newspaper he doesn’t remember what he purchased at the store, but said he visited it on a recruitment trip for the city.

Davis, who is divorced with three daughters, made an unsuccessful bid for Congress in 2008, running on a family values platform. He was first elected mayor in 1997, and said it‘s too early for talk about whether he’ll resign in light of the disputed expenses. He said he plans to take time off through the holidays to spend time with his family.

“The only apology I would make to my supporters if they are upset is the fact that I was not honest enough with myself to be honest with them,” he said. “But I have lived my life in public service for 20-plus years, and in order for me to remain sane and move on, I have got to start being honest about who I am.”