The Cabinet Minister added that his position as the boss of the Department for Culture, Media and Sport had not been compromised.
Whittingdale met the sex worker on and they had a relationship between August 2013 and February 2014.
It also showed an advert for the London Retreat, where the dominatrix worked, which referred to a “London mistress service & fetish escorts - turning your fantasies into reality”.
It advertised a “fully equipped dungeon & playroom” in Earl’s Court.
Culture secretary John Whittingdale has admitted to having a relationship with a dominatrix.
In the statement, read out on the programme tonight, he said the story was a "bit embarrassing".
Mr Whittingdale said in a statement: “Between August 2013 and February 2014, I had a relationship with someone who I first met through Read more: Politicians are attacking the BBC again – but we need licence fee to keep our Auntie strong "At no time did she give me any indication of of her real occupation and I only discovered this when I was made aware that someone was trying to sell a story about me to tabloid newspapers.