The CIA has opened an investigation into the conduct of former director David Petraeus, who resigned last Friday.
General Petraeus quit his post after acknowledging an affair with his biographer, Paula Broadwell.
A CIA spokesperson says the inquiry by the agency's inspector general would see if there are lessons to be learned.
Mrs Broadwell, 40, was found to have classified information in her possession.
In his first interview since resigning, General Petraeus told CNN on Thursday he did not give any national security-sensitive information to her.
The former head of US and NATO forces in Afghanistan became CIA director in September 2011.
In a statement on Thursday, the agency said:
"At the CIA we are constantly reviewing our performance. If there are lessons to be learned from this case we'll use them to improve.
"But we're not getting ahead of ourselves; an investigation is exploratory and doesn't presuppose any particular outcome.