Responding to a bombshell news report that overshadowed his annual address to the legislature, Missouri Gov. Eric Greitens has acknowledged he's been "unfaithful" in his marriage but denied allegations that he blackmailed the woman to stay quiet.

The Republican governor and his wife released a statement late Wednesday after the St. Louis television station KMOV reported that he had a sexual relationship with his former hairdresser in 2015. The station's report, released after Greitens gave his State of the State address, said the woman's ex-husband alleged Greitens photographed her nude and threatened to publicize the images if she spoke about the affair.

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

Greitens, a first-time candidate, rose to office in the same November 2016 election that brought President Donald Trump to power. His campaign capitalized on his military service as a Navy SEAL, his work as founder of a veterans' charity "and most importantly, a proud husband and father." He cast himself as an outsider going up against a career politician, the state's Democratic attorney general. He's not up for re-election until 2020.

Greitens has barely hidden his political ambitions, reserving the web address ericgreitensforpresident.com years ago.

The woman allegedly involved did not comment on the record to the station, which did not name her. But her ex-husband, who also was not named, provided an audio recording he made to KMOV in which the woman gives details about a sexual encounter she says she had with Greitens in March 2015 at his St. Louis home. The woman did not know her then-husband was recording their conversation.

The alleged March 2015 encounter came after Greitens opened a committee to explore a bid for Missouri governor but before he officially announced his candidacy.

In the recording, the woman said Greitens told her "you're never going to mention my name, otherwise there will be pictures of me everywhere."

The statement from Greitens and his wife doesn't address the affair specifically or the allegations, but in a separate statement late Wednesday Greitens' attorney, Jim Bennett, said, "There was no blackmail and that claim is false."

The ex-husband told KMOV that law enforcement had been in touch, and Al Watkins, an attorney for the ex-husband, backed up his client's claim.

"My knowledge and my experience leads me to believe that at least, there is an elevated degree of interest in what is going on," Watkins said.

But Bennett outright denied that the authorities are involved.

"The claim that this nearly three-year old story has generated or should generate law enforcement interest is completely false," he said.

Watkins said his client and the woman who allegedly had an affair with Greitens said the couple tried to reconcile after the March 2015 incident but that the relationship with Greitens continued for several months and led to their breakup.

The ex-husband told KMOV that he believed the story would eventually be made public and he wanted to protect his family.

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Associated Press writer Jim Salter contributed to this report from St. Louis.