Republican state attorney general candidate Jeanine Pirro is under federal investigation for allegedly plotting to secretly tape record her husband, Al Pirro.

Pirro said at a Manhattan news conference Wednesday that any probe into her marriage was ?highly improper.? She also says she has no intention of quitting her run for attorney general. The Associated Press reported sources as saying authorities overheard Pirro having a telephone conversation last year with former NYPD Commissioner Bernard Kerik, a private security consultant. They said Pirro suspected her husband of having an affair, and she discussed possibly placing a recorder in a room to listen in on him.

Pirro admits that she suspected her husband of having an affair. She says she spoke about taping him but says there were no recordings that took place. Pirro said Kerik was a friend and she confirmed that they had spoken about her marital concerns. Pirro says what matters is what she did and didn?t do.

Jeanine Pirro faces former federal Housing Secretary Andrew Cuomo in the attorney general's race. Her husband is a millionaire lobbyist who served time in federal prison after being convicted on tax fraud charges in June of 2000. Al Pirro also fathered an illegitimate child after they were married.