Talk-show host David Letterman said Thursday that he was the victim of a $2 million extortion attempt related to his sexual relationships with staff members on CBS' "Late Show With David Letterman."

During a taping for Thursday night's broadcast, Letterman told viewers that three weeks ago, he was approached by a person who claimed to have information about the host's affairs with female staff members. This person, Letterman said, threatened to expose the relationships unless payment of $2 million was received.

The CBS star approached the Manhattan district attorney's office, which began an investigation that culminated in Thursday's arrest of the person, whom Letterman did not identify.

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

Letterman, 62, said that during his grand jury testimony he admitted to the sexual relationships.

"My response to that is, 'Yes, I have,' " he told his studio audience. "Would it be embarrassing if it were made public? Perhaps."

However, Letterman added: "I need to certainly protect my family."

CBS issued a terse statement that said in its entirety: "Mr. Letterman's comments on the broadcast tonight speak for themselves."

A spokesman for Letterman declined to elaborate on the talk-show host's remarks.

It's the second set of embarrassing headlines for Letterman in four months. In June, he apologized to Sarah Palin for making a crude joke about the former Republican vice presidential candidate's 14-year-old daughter. Although there was a small "fire Letterman" demonstration outside his studio later, CBS stood by its late-night star.

The revelations come at a crucial time for Letterman. He has surged in the ratings since June, when Conan O'Brien took over from Jay Leno on NBC's "Tonight Show."

For the week ending Sept. 25, "Late Show" averaged 5 million total viewers, up 28 percent compared with the same week a year ago, according to Nielsen Co.

Earlier this year, Letterman married Regina Lasko, his companion since 1986. The couple have a young son, Harry, whom Letterman frequently mentions on the program.

The Associated Press contributed to this article.

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