AP

Missouri’s Republican Gov. Eric Greitens continues to deny allegations that he threatened to blackmail a woman he had bound with tape and blindfolded during a sexual encounter in 2015.

Greitens, a former Navy SEAL officer and Rhodes Scholar, told the Associated Press in an interview on Saturday that he would not resign from office while the St. Louis circuit attorney conducts an investigation. It is the first interview Greitens, 43, has granted since admitting he had an extra-marital affair, which he was forced to address after an investigational report by St. Louis’ KMOV–TV.

Greitens told the AP that he had a “consensual relationship” with a former hairdresser as he readied plans to run for governor and that he had reconciled with his wife and family.

“I’m staying. I’m staying,” he told the AP. “We’re strong.”

KMOV broke the story after obtaining a recording of conversations describing the affair from the woman’s ex–husband. In that recording, the woman claims Greitens asked her to “come downstairs” at his home, where he would show her “how to do a proper pull–up.” At that point, the woman says the relationship was consensual.

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Then, she says he taped her hands to “these rings” and “put a blindfold on me.” She says she “saw a flash through the blindfold,” and Greitens allegedly warned, “You’re never going to mention my name, otherwise there will be pictures…everywhere,” according to KMOV.

The day after that report, Greitens released a joint statement with his wife admitting the affair, saying, “Sheena has forgiven and we have emerged stronger.” His lawyer issued a simultaneous statement saying the TV news report “contained multiple false allegations.”

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Greitens’ attorney also demanded that CNN retract a story it broadcast on Saturday reporting that the FBI had opened an inquiry into the matter. An inquiry is a preliminary step while the bureau decides whether to launch an official investigation, CNN said. The network, citing “two US officials” for its report, did not retract the story.

After the scandal first broke, Democratic lawmakers immediately called on Greitens to resign. According to The Kansas City Star, at least five GOP lawmakers also demanded the governor step down.

KMOV noted:

During his campaign and while serving in his first year in office as Missouri’s Governor, Eric Greitens has billed himself a family man. During his campaign announcement, he stated: “I’m Eric Greitens, I’m a Navy SEAL, native Missourian and most importantly, a proud husband and father.”

A contrast to the acts the woman accuses Greitens of committing on tape saying his actions were “horrible and disgusting.”

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In the AP interview this weekend, the governor did not confirm or deny that he had bound, blindfolded, and taken a photo of the woman. “But he firmly denied that he had attempted to coerce the woman, or that he or anyone associated with him had paid her to be silent.”

“There was no blackmail, there was no violence, there was no threat of violence, there was no threat of blackmail, there was no threat of using a photograph for blackmail,” the governor told the news agency. “All of those things are false.”