BUFFALO, N.Y. -- Back in state Senate chambers for the first time since his abrupt announcement last Tuesday that he wasn't seeking reelection, Marc Panepinto didn't have much to say to reporters in Albany.

"I talked about it last week. I had a whole press conference on it," said Panepinto, back turned as he walked down a flight of stairs.

Panepinto cited several reasons for his decision during that press conference but rumors have swirled since about impropriety in his office. Last week, the Buffalo News reported the Joint Commission On Public Ethics had begun the process of opening an investigation. 

"Anything you can tell us about an investigation at all that's been opened up or any sort of complaints at all?" a reporter asked.

"Nothing that I can tell you any further than I said last week," Panepinto replied.

While Panepinto was in Albany, Gov. Andrew Cuomo was Tuesday making stops near the senator's Western New York district.

"I don't know what the whole situation is. From the sound of it, I don't want to know what it is," said Cuomo, D-New York.

Cuomo had some harsh word for Panepinto as he spoke to reporters in Niagara Falls.

"I am very, very disappointed when a person who runs for public office and holds themselves out to be trusted by their community, winds up involved in a sordid affair," he said.

Sources tell Time Warner Cable News a former female staffer from Panepinto's office has retained attorney Jennifer Stergion. The lawyer on Tuesday would not confirm or deny that.

Panepinto, meanwhile, initially had no comment when asked if he had hired his own attorney but then continued to add a little more.

"I'm an attorney, I don't need one," he said.

A reporter asked him if he would represent himself if need be.

"Nah (muffled) That would be silly," Panepinto said.

Read more on the New York State of Politics blog.