St. Louis prosecutor Kimberly Gardner announced Thursday she is launching a formal investigation into Republican Gov. Eric Greitens concerning allegations of blackmail with a woman with which he admitted to having an extramarital affair.

“It is essential for residents of the City of St. Louis and our state to have confidence in their leaders,” Gardner said in a statement Thursday. “They must know that the Office of the Circuit Attorney will hold public officials accountable in the same manner as any other resident of our city. Both parties and the people of St. Louis deserve a thorough investigation of these allegations.”

She also called the “serious allegations” against Greitens “very troubling.”

Greitens, a rising Republican star, admitted Wednesday 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.

But Greitens' attorney, James 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.