David Letterman revealed on Thursday’s installment of The Late Show that someone threatened to go public with his sexual encounters with staff members if he didn’t fork over $2 million. Letterman said he reported the extortion threat, which he got three weeks ago, to the special prosecution bureau of the Manhattan District Attorney’s office. It conducted an investigation which culminated with the perpetrator’s arrest earlier today. “This morning, I did something I’ve never done in my life,” Letterman said during the show. “I had to go downtown and testify before a grand jury.”

Letterman said he acknowledged sexual relationships with members of his staff in his testimony. “My response to that is, yes I have. Would it be embarrassing if it were made public? Perhaps it would,” said Letterman. “I feel like I need to protect these people – I need to certainly protect my family.”

CBS indicated in a statement that the individual who was arrested is actually an employee of the company. “CBS was made aware of an ongoing police investigation involving David Letterman and an employee at 48 Hours, who was subsequently arrested earlier today on charges of attempted grand larceny in the first degree,” according to the statement. “CBS is cooperating fully with the authorities and the employee has been suspended pending the results of the investigation. Mr. Letterman addressed the issue during the show’s broadcast this evening, and we believe his comments speak for themselves.”