New York Governor Andrew Cuomo said on Wednesday he is "embarrassed" by sexual harassment allegations, but noted that he intends to stay in office.

"I now understand that I acted in a way that made people feel uncomfortable," he said at a press conference. "It was unintentional and I truly and deeply apologize for it."

The 63-year-old Cuomo said he will "fully cooperate" with the state attorney general's investigation into the sexual harassment allegations.

(With input from the agencies)