 -- A criminal investigation has been launched by the St. Louis circuit attorney to ascertain if Missouri Gov. Eric Greitens committed any crimes associated with the 2015 extramarital affair he admitted this week to having with a hair stylist.

Greitens admitted late Wednesday night that he was unfaithful to his wife Sheena in 2015.

The 43-year-old Republican lawmaker's admission was comes after St. Louis TV station KMOV's report Wednesday night, in which the ex-husband of the alleged mistress was interviewed and provided to the station secretly-taped recordings of his ex-wife detailing to her ex-husband when and where she met Greitens.

In the audio, also provided to ABC News, the unidentified woman claims Greitens tied her up in his basement, blindfolded her, and then took a photo of her with the intent to blackmail her in that compromising position if she went public with the tryst.

"The serious allegations against Missouri Governor Eric Greitens are very troubling," City of St. Louis Circuit Attorney Kimberly M. Gardner said in a statement Thursday. "After further consideration, I have decided to launch a formal investigation into the alleged actions of Governor Greitens."

Gardner continued, "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. Both parties and the people of St. Louis deserve a thorough investigation of these allegations."

The Greitens first acknowledged the affair in a joint statement Thursday, saying, "A few years ago, before Eric was elected Governor, there was a time when he was unfaithful in our marriage," the Greitens said in a joint statement. "This was a deeply personal mistake. Eric took responsibility, and we dealt with this together honestly and privately."

The statement continued, "While we never would 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. 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."

The governor's attorney, James F. Bennett, said in a statement Thursday in regards to the blackmail allegations, "The Governor denies that the picture was taken and denies stating the words attributed to him by her on the recording. Any allegation of violence is completely false. It never happened. There was never any violence. Anything reported otherwise is untrue and we will explore pursuing all legal action. This was a consensual relationship that lasted multiple months and was years ago, before Eric was elected Governor."

Bennett continued, "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. There is no agreement, written or otherwise, related to these matters and no effort to enter any kind of non-disclosure agreement. There was no payment of any money."

The Greitens married in 2011 in Spokane, Washington, according to their wedding announcement in The New York Times. It is the governor's second marriage. They have two sons, Joshua and Jacob.

As for the TV report, Grietens' attorney, James F. Bennett, said in a statement Wednesday night, "The governor has now seen the TV report that ran tonight. The station declined to provide the tape or transcript in advance of running their story, which contained multiple false allegations. The claim that this nearly three-year old story has generated or should generate law enforcement interest is completely false. There was no blackmail and that claim is false. This personal matter has been addressed by the Governor and Mrs. Greitens privately years ago when it happened. The outrageous claims of improper conduct regarding these almost three-year-ago events are false."

Sheena Greitens, 35, also issued her own statement Wednesday night, saying "We have a loving marriage and an awesome family; anything beyond that is between us and God. I want the media and those who wish to peddle gossip to stay away from me and my children."