In a conversation with Headline News, Petraeus said his resignation had nothing to do with his scheduled testimony about the Sept. 11 attack that killed four Americans at the U.S. Consulate in Benghazi, Libya, and he did not pass information to Broadwell, CNN reported.
U.S. Attorney General Eric Holder said Thursday the Justice Department did not notify the White House about the investigation because investigators determined there had been no breach of national security.
In a statement issued to Politico, Holder said the investigation was conducted "in the way we normally conduct criminal investigations."
"We do so in a way so that they can be seen as done in an impartial way," he said. "We follow the facts. We do not share outside of the Justice Department, outside of the FBI, the facts of ongoing investigations."
Holder said if the investigation had determined there was a national security threat, "we would, of course, have made that known to the president and also to the appropriate members on the Hill."
Broadwell admitted to the FBI she had an extramarital affair with Petraeus, CNN reported. Petraeus admitted to the affair within days of the event.
Petraeus and Broadwell are both married with children.
"In our first conversation," HLN's Kyra Phillips said Thursday, Petraeus "had told me he had engaged in something dishonorable. He sought to do the honorable thing in response -- and that was to come forward. He was very clear that he screwed up terribly ... even felt fortunate to have a wife who is far better than he deserves.
"He insisted to me that he has never passed classified information to Paula Broadwell," Phillips said. "He said this has nothing to do with Benghazi, and he wants to testify. He will testify."
Meanwhile, sources told two news organizations Petraeus and Broadwell both attended a Washington event less than two weeks before Petraeus quit the CIA.
The two attended the annual Office of Strategic Services Society awards dinner at the Ritz-Carlton in Washington's fashionable West End Oct. 27 and were seen speaking with each other, sources told NBC News and the weekly conservative magazine Human Events, which first reported their appearance Wednesday.
It is the last known meeting between the two before the scandal -- which cost Petraeus his job Friday -- went public, NBC said.
Human Events said Petraeus and Broadwell attended the awards event as a couple, mingling together at the event's VIP reception before the dinner. As the retired four-star U.S. Army general made his way around the hotel's ballroom, Broadwell followed one pace behind, the magazine said.
NBC News said numerous partygoers disputed this account.
But the public proximity of the two raised questions among some in light of last week's developments.
"It's mind-boggling that she could be so reckless as to show up at high-profile events like this, shortly after learning the FBI was investigating their affair," a former senior U.S. intelligence official who attended the dinner told NBC.
OSS Society Director Charles T. Plinck had no immediate comment.
The dinner by the group, named for the CIA's World War II predecessor organization, recognized former CIA Director and Defense Secretary Robert Gates with the William J. Donovan Award for distinguished U.S. service.
Donovan, who died in 1959, was the wartime OSS chief and is known as the "father of central intelligence."
Petraeus, who received the Donovan award in 2009, was described to NBC as being in a "great mood" the night he and Broadwell were at the dinner. He gave one of the speeches honoring Gates, NBC and Human Events said.