"Late Show" host David Letterman acknowledged on his show Thursday night that he'd had sexual relations with members of his staff and that he revealed those liaisons during grand jury testimony for a case involving an attempted extortion. David Letterman on Thursday revealed an extortion attempt based on his sexual relations with staff members. David Letterman on Thursday revealed an extortion attempt based on his sexual relations with staff members. "I have a little story that I'd like to tell you," Letterman said as he launched into his revelation. "This morning, I did something I've never done in my life," Letterman told his audience. "I had to go downtown to testify before the grand jury" and "tell them all of the creepy things that I've done." The 62-year-old funnyman said he received a package three weeks ago from a person who claimed to have information about Letterman's sexual dalliances, ultimately demanding $2 million to prevent public revelation. Letterman said he went to the Manhattan District Attorney's office, which conducted an investigation and an arrest was made earlier in the day. "CBS was made aware of an ongoing police investigation involving David Letterman and an employee at '48 Hours,' who was subsequently arrested ... on charges of attempted grand larceny in the first degree," a statement from the network said. "CBS is cooperating fully with the authorities and the employee has been suspended pending the results of the investigation." CBS News on its Web site identified the suspect as "Joh Halderman, a 20-year-plus veteran of CBS News." In his grand jury testimony, Letterman said, he revealed the relations with members of his staff -- the things the alleged extortionist wanted to make public. "My response to that is, yes I have. I have had sex with women who work on this show," he said. "Would it be embarrassing if it were made public? Perhaps it would, especially for the women." "I feel like I need to protect these people -- I need to certainly protect my family," Letterman said. "I need to protect myself ... hope to protect my job." "It's been a very bizarre experience," Letterman said in closing. "I don't plan to say much more about this." It is not known when the sexual encounters with staffers took place. Letterman married long-time partner Regina Lasko in March. The couple, who have been together since 1986, have a son, Harry, 6. Letterman has hosted "Late Show with David Letterman" on CBS since 1993 after leaving NBC, where he hosted "Late Night with David Letterman" for 11 years. Late Show airs at 11:30 p.m. "Late Night" aired an hour late Credit: CNN