During a taping of CBS’ the Late Show with David Letterman on Thursday, late night host David Letterman revealed that he has affairs with several female employees and was recently targeted by someone threatening to extort him over the relationships.

According to The Associated Press, two weeks ago, a faceless phantom contacted Letterman threatening to expose his dalliances unless he ponied over $2 million. The unidentified suspect has since been arrested and is currently in police custody.

Letterman contacted the Manhattan District Attorney’s Special Prosecution Bureau, who set up a sting operation. As part of the investigation, the comedian issued a “phony” $2 million check to the individual and the arrest followed – along with testimony by Letterman.

“My response to that is, yes I have,” Letterman said, acknowleding past affairs with several members of his staff.. “Would it be embarrassing if it were made public? Perhaps it would. I feel like I need to protect these people—I need to certainly protect my family.”

“This morning, I did something I’ve never done in my life,” Letterman said during today’s taping. “I had to go downtown and testify before a grand jury.”

Letterman has a 5-year-old son, Harry, with girlfriend-of-23-years turned wife, Regina Lasko. The couple began dating in 1986 and married in March.