Lt. Gov. Murray: We asked for the investigation

WORCESTER, Mass. (WHDH) -- Lieutenant Governor Tim Murray spoke out Friday defending himself against accusations he violated campaign finance laws, but stressed if his committee made mistakes, he'll take responsibility for it.

"At first, we asked for the investigation,” said Lt. Gov. Murray.

The attorney general's office is now investigating whether or not Murray violated campaign finance laws by improperly asking for or receiving donations.

“I want to get money to back to anyone that was pressured or asked that wasn't supposed to, so we asked OCPF to do that,” said Lt. Gov. Murray.

State regulators are looking at the connection between the lieutenant governor and former Chelsea Housing Director Michael McLaughlin.

McLaughlin is accused of political fundraising as a public employee and in public buildings. Both of which are illegal.

"He was never asked by me or anyone else to solicit donations, and we want to get to the bottom of this and so it's frustrating,” said Lt. Gov. Murray.

Just last week, Murray announced he was not running for governor. The timing of this investigation raises a red flag for some.

Murray insists it was a family decision not to run and the timing has nothing to do with it.

"The campaign begins for 2014 soon and so we're at that jump-off point, that's the reason why,” said Lt. Gov. Murray. “People can speculate however way they want. I’ve made it clear throughout when all of you and others started asking about whether I was going to run for governor or not over the last six or seven months that his was a decision I was thinking about -- a lot of factors to weigh – family being first and foremost,” Lt. Gov. Murray said.

The lieutenant governor repeatedly said that he asked for this investigation.

"It was apparent, somehow that we were in receipt of donations people were pressured to give. I don't want those types of dollars,” said Lt. Gov. Murray.

A spokesperson for Murray wants to make it clear that state regulators have not determined that the lieutenant governor violated any laws.