Missouri Gov. Eric Greitens acknowledged he was "unfaithful" in his marriage but denied allegations that he blackmailed the woman with whom he had the affair.

The Republican governor and his wife released a statement Wednesday night. It came after St. Louis television station KMOV-TV reported that Greitens had a sexual relationship with his former hair stylist in 2015.

The governor made no mention of any plans to resign.

The station reported that the woman's ex-husband said Greitens photographed her nude and threatened to publicize the images if she spoke about the affair.

The station did not identify the woman or her ex-husband, but played part of a recorded conversation believed to be the woman admitting to the affair.

The recording alleges that Greitens, a former Navy SEAL, invited the the woman to his home and the sexual encounter was consensual.

"I'll make you feel better, I'll make you feel good, come downstairs and I'll show you how to do a proper pull-up," the woman quoted the governor as telling her in the audiotape. She reportedly said she knew the governor was seeking a sexual encounter.

The CBS affiliate reported that she told her husband that Greitens took a photo of her in which she was bound, blindfolded and partially undressed.

“He stepped back, I saw a flash through the blindfold and he said, `You’re never going to mention my name, otherwise this picture will be everywhere,’ ” the woman said Greitens told her.

The woman said Greitens apologized and said he deleted the photo, the report said.

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. She did not know she was being recorded, the report said.

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."

Greitens, 43, was elected in November 2016.

The Associated Press contributed to this report.