Get breaking news alerts and special reports. The news and stories that matter, delivered weekday mornings.

Missouri Gov. Eric Greitens admitted late Wednesday that he had been "unfaithful" in his marriage after a St. Louis television station reported that he had an affair before he became governor and that he allegedly threatened to blackmail the woman about their sexual encounter.

The explosive allegations prompted the opening of a probe by the St. Louis Circuit Attorney's Office and touched off calls by several Republican Missouri state senators to call for an immediate investigation by the state's attorney general — and for Greitens, a Republican, to resign if the blackmail allegations are proven to be true.

"A few years ago, before Eric was elected Governor, there was a time when he was unfaithful in our marriage," Greitens and his wife, Sheena, said in a joint statement. "This was a deeply personal mistake. Eric took responsibility, and we dealt with this together honestly and privately."

"While we would never 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," the couple said.

"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."

Greitens denied through his attorney, James Bennett, that he had tried to blackmail the woman to keep her quiet. Bennett said there were multiple false allegations in the TV station's report.

"There was no blackmail and that claim is false," Bennett said in a separate statement.

The statements from the Greitenses and Bennett came after KMOV-TV reported, following a months-long investigation, that the governor had had a sexual encounter with his former hairdresser in 2015, the year before he was elected.

The allegations were made to KMOV-TV by the woman’s ex-husband, who said Greitens took a photo of her during their sexual encounters and threatened to share them if she ever went public with news of their affair.

Let our news meet your inbox. The news and stories that matters, delivered weekday mornings. This site is protected by recaptcha

KMOV-TV has not named the woman, who did not confirm the affair to the station.

The woman's ex-husband, who was also not named by KMOV-TV, provided an audio recording to the station on which his then-wife reveals she had a sexual encounter with Greitens in March 2015 at his St. Louis home.

In the recording, KMOV-TV reported, the woman says that Greitens told her that if she were to speak about the encounter, he would distribute a photo of her. On the recording, the woman also says that Greitens apologized and said he'd deleted the photograph of her, according to the station.

Bennett, Greitens' attorney, told NBC News that, "the governor denies that the picture was taken and denies stating the words attributed to him by her on the recording."

"We have not been provided the tape or the transcript and know nothing about the circumstances of how or why it was made and so are not commenting on any motives of any person who is claimed to have been recorded," Bennett added.

NBC News has not listened to the recording and has not verified its authenticity.

According to KMOV-TV, the woman did not know her husband at the time was recording her conversation with Greitens. The recording reportedly occurred days after the woman’s first sexual encounter with Greitens, KMOV-TV reported.

The allegations quickly triggered several of Greitens' GOP colleagues in the Statehouse to call for an investigation.

Sen. Doug Libla, a Republican who represents southeastern Missouri, penned an open letter to Missouri Attorney General Josh Hawley, a Republican who is running for his party's nomination to challenge Sen. Claire McCaskill later this year, asking that he "open a formal investigation" into the blackmail allegations against Greitens.

"The seriousness of this allegation and the implications it will have on the integrity of our state government are deeply disturbing," Libla wrote in the letter, adding that the probe "must be thorough and completed in an expedited manner."

An aide to Libla said the lawmaker had circulated the letter around the entire Capitol and that she expected several other senators to sign it.

Sen. Gary Romine, a Republican whose district includes several counties in south-central Missouri, told NBC News he signed the letter and that Greitens should resign if an investigation shows that that the allegations of blackmail are true.

"If it's true, then yes he should," Romine said. "Blackmail is a criminal activity."

Hawley's Deputy Chief of Staff Loree Anne Paradise, however, told NBC News that, "under Missouri law, jurisdiction over alleged criminal conduct of this nature rests with the Prosecuting Attorney in the place where the conduct occurred."

Later Thursday afternoon, St. Louis Circuit Attorney Kim Gardner said her office would open an investigation into the allegations. "I have decided to launch a formal investigation into the alleged actions of Governor Greitens," Gardner said in a statement.

"It is essential for residents of the City of St. Louis and our state to have confidence in their leaders. They must know that the Office of the Circuit Attorney will hold public officials accountable in the same manner as any other resident of our city," she added.

Bennett, Greitens' attorney, said his client would be exonerated by any probe that may be opened.

“If anyone decides that this nearly three-year-old story should be investigated, the Governor is confident that the outcome would exonerate him from these outrageous allegations," Bennett said.