He's admitted to sleeping with a woman who is not his wife, but Eric Greitens, governor of Missouri, says he did not blackmail the woman with whom he had an affair, CNN is reporting.

KMOV investigated Greitens after the station obtained a recording that claims Greitens blackmailed the woman to keep the affair private. The recording apparently was given to KMOV by the woman's now ex-husband.

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The station has not named either the woman or her former husband.

The woman at the center of the station's investigation has not spoken out officially about the case. When asked by KMOV, the woman's attorney responded with no comment.

The woman's ex-husband said the recording that he provided was made shortly after the governor's first encounter with the man's wife in 2015. The man also accuses Greitens of taking a photo of their encounter that he said the governor planned to use as blackmail against the woman, KMOV reported.

CNN has called Greitens "a rising star in the Republican Party."

Greitens and his wife released a statement Wednesday that admitted that the governor was unfaithful during their marriage, but said it was before he was elected governor in 2016.

FILE - In this Dec. 6, 2016, file photo, Missouri Gov.-elect Eric Greitens and his wife Sheena speak to the media in St. Louis after she had been robbed at gunpoint the day before. Responding to a news report that overshadowed his annual State of the State address Wednesday night, Jan. 10, 2018, the Republican governor acknowledged he's been "unfaithful" in his marriage but denied allegations that he blackmailed the woman to stay quiet. The couple released a statement late Wednesday after the report that he had a sexual relationship with his former hairdresser in 2015. (AP Photo/Jeff Roberson, File)

Credit: AP Photo/Jeff Roberson, File

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Credit: AP Photo/Jeff Roberson, File

Greitens attorney, James Bennett, said in a statement that his client did not try to blackmail the woman, NBC News reported.