
Letterman, who is married, went on to explain that "a guy" had said he was going to expose what had taken place unless he was paid $2m (£1.2m).
CBS have confirmed that an employee had been arrested on charges of attempted grand larceny.
Reports say that it was a man, who works on the true-crime show 48 Hours. He had apparently been suspended until the investigation was over and the results made known.