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Petraeus also told a reporter for the HLN television network that it was the affair, not any questions over the CIA's role during the Sept. 11, 2012, attacks on the US diplomatic mission in Benghazi, Libya, that prompted him to step down.
Reuters reported on Wednesday that investigators found substantial classified information on a computer used by Broadwell. According to law enforcement and national security sources, investigators are examining whether the information should have been stored under more secure conditions.
Despite Petraeus' comments to the network, investigators on Thursday said they had not ruled out the possibility that Petraeus passed on classified material to Broadwell. They spoke on condition of anonymity to discuss an ongoing law enforcement investigation.
Broadwell, who has not been charged with any wrongdoing, has made no public comment since the scandal erupted last week.
The developments underscored a central question hanging over a scandal that has led to the downfall of one of the United States' most respected public figures: whether a private indiscretion put national security at risk.
President Barack Obama said on Wednesday that there was no indication so far that any classified information had been disclosed as a result of the affair.
Sources who have been briefed on the investigation said on Thursday that none of the classified material found on Broadwell's computer came from the CIA. The material, they said, appeared dated and pre-dates the start of Petraeus' tenure at the spy agency in September 2011.
As an Army reserve officer involved in military intelligence, Broadwell had a security clearance that allowed her to handle sensitive documents. With Broadwell's consent, the FBI searched her Charlotte, North Carolina, house on Monday evening.
Broadwell's security clearance has now been suspended, and she could have it revoked and face harsher penalties if its found she mishandled classified data.
Law enforcement officials have said that they believe the investigation is likely to end without criminal charges.
The scandal this week also ensnared the commander of US and NATO forces in Afghanistan, Marine General John Allen.
Allen has pledged to resolve questions surrounding what officials have called his inappropriate email communications with Tampa socialite Jill Kelley, who is also at the center of the Petraeus case.
Last spring, Kelley informed the FBI of harassing emails that were ultimately determined to have come from Broadwell. A subsequent FBI investigation uncovered Broadwell's affair with Petraeus.
Traveling in Bangkok, Defense Secretary Leon Panetta said he knew of no other military officials who have been drawn into the investigation. He acknowledged that further revelations were possible.
Petraeus is due to face lawmakers on Friday who are examining the September attacks in Benghazi that caused the death of four Americans, including the US ambassador. The attack has turned into a flash point between Obama and Republicans who accuse his administration of misleading the public in the days following the attack.