An inquiry has recently been opened by the Federal Bureau of Intelligence concerning the Republican governor of Missouri, Eric Greitens, amid allegations of blackmail with a woman with whom he admitted to having an extramarital affair.

It is uncertain when the inquiry was created and its scope, U.S. officials told CNN in a report published on Friday. Sometimes the FBI will start an inquiry ahead of deciding whether they will launch a formal investigation.

Just last week, St. Louis prosecutor Kimberly Gardner announced she launched a formal investigation into the situation.

Greitens' attorney James Bennet said his client "has not been contacted at any time by the FBI, and we are not aware of any interest by the FBI in this personal matter that took place years ago." The FBI did not confirm to CNN whether an inquiry was underway.

Greitens, a rising Republican star, admitted earlier this month to being involved in an extramarital affair in 2015 just before he was elected governor.

St. Louis CBS affiliate KMOV first reported Greitens’ affair, capping a monthslong investigation, after hearing from the ex-husband of the unnamed woman with whom Greitens was involved. The woman's former husband had covertly recorded her admitting to the affair prior to their divorce and released the footage to the television station.

The ex-husband told KMOV that Greitens took a nude photo of her and used it to blackmail her to keep the affair a secret. The woman claimed Greitens told her he later deleted the photo.

Bennet later pushed back against the blackmail claim by the ex-husband and said the news station declined to provide the tape or transcript prior to publishing its story. "There was no blackmail and that claim is false," he said.

Greitens, a former Navy SEAL who previously had been a Democrat, was elected governor in 2016.