David Letterman David Letterman

David Letterman admitted on his show Thursday to past sexual relationships with female staffers and said someone attempted to extort $2 million from him over the affairs, the Associated Press reports.

During the taping for Thursday's Late Show with David Letterman, Letterman said he was warned the relationships would become public if he didn't pay.

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A release from the show's producer said a suspect was arrested Thursday after an investigation by the Manhattan district attorney's office. The suspect has not been identified.

Letterman told the audience he issued a fake $2 million check to the person attempting to extort him, which led to the arrest as well as Letterman's testimony Thursday in front of a grand jury.

"This morning, I did something I've never done in my life," Letterman said. "I had to go downtown and testify before a grand jury."

During his testimony, Letterman said he also acknowledged the sexual relationships.

"Would it be embarrassing if it were made public? Perhaps it would," Letterman said. "I feel like I need to protect these people. I need to certainly protect my family."

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CBS spokesman Chris Ender told the AP Thursday, "Letterman's comments on the broadcast tonight speak for themselves."

This past March, Letterman married girlfriend Regina Lasko. The two have a six-year-old son together, Harry.