Harvey Weinstein speaks out after sex allegations: 'We all make mistakes' Weinstein requests a "second chance" outside his daughter's home.

 -- Harvey Weinstein spoke publicly for the first time since numerous women have come forward with allegations of sexual harassment and, in some cases, assault.

"Guys, I'm not doing OK but I'm trying. I got to get help. You know what, we all make mistakes. ... A second chance, I hope," Weinstein said in a video shot Wednesday outside daughter Lily Weinstein’s Los Angeles home obtained by ABC News.

Weinstein, 65, has reportedly left Los Angeles headed to a rehabilitation clinic for behavioral issues including sex addiction.

"Mr. Weinstein has further confirmed that there were never any acts of retaliation against any women for refusing his advances,” according to a statement from Weinstein's representative. “Mr. Weinstein obviously can’t speak to anonymous allegations, but with respect to any women who have made allegations on the record, Mr. Weinstein believes that all of these relationships were consensual. Mr. Weinstein has begun counseling, has listened to the community and is pursuing a better path. Mr. Weinstein is hoping that, if he makes enough progress, he will be given a second chance.”

The New York Police Department said this morning it will review Weinstein's background "to identify and locate and interview any potential victims" of the famed movie producer.

Police officials reiterated they will not reopen a 2015 assault allegation that resulted in no prosecution by Manhattan District Attorney Cyrus Vance. The Manhattan District Attorney’s Office told ABC News in statement Tuesday, "If we could have prosecuted Harvey Weinstein for the conduct that occurred in 2015, we would have. Mr. Weinstein’s pattern of mistreating women, as recounted in recent reports, is disgraceful and shocks the conscience."

It continued, "While the recording is horrifying to listen to, what emerged from the audio was insufficient to prove a crime under New York law, which requires prosecutors to establish criminal intent. Subsequent investigative steps undertaken in order to establish intent were not successful. This, coupled with other proof issues, meant that there was no choice but to conclude the investigation without criminal charges."

Weinstein was terminated Sunday by the board of The Weinstein Co. in light of the allegations. His attorney Charles Harder said last week that the initial New York Times story, which also included allegations that Weinstein had reached confidential settlements with his accusers, was "saturated with false and defamatory statements" and said that he was preparing a lawsuit.

Representatives for Weinstein and the company bearing his name did not immediately respond to ABC News requests for comment.