Los Angeles  - Talk show host David Letterman admitted on his show Thursday that he engaged in sexual relationships with female employees and that he went to the police when someone tried to extort him.

"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 said that, in his testimony, he acknowledged sexual relationships with members of his staff.

"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."

Letterman said he received a package from from an individual about three weeks ago threatening to make the affairs public if a payment of 2 million dollars was not received.

The late-night talk show host referred the matter to the Manhattan District Attorney's Office which conducted an investigation and arrested a suspect after Letterman handed over what he said was a phoney 2-million-dollar cheque.

Letterman, 62, did not reveal when the relationships took place. He married his long-time girlfriend last March and they have a 6-year-old child together. (dpa)