(CNSNews.com) - News of Gen. David Petraeus' extramarital affair came as a "lightning bolt" to Senate Intelligence Committee Chair Dianne Feinstein, because the FBI never told her about its four-month investigation of Petraeus' biographer, Paula Broadwell.
"Is it true that you received no advance word of this? And are you going to investigate the FBI's decision not to tell you about an investigation that has been going on for at least weeks?" Fox News Sunday host Chris Wallace asked Feinstein.
"The answer is yes, and yes. We received no advanced notice," Feinstein responded. "It was like a lightning bolt.
"The way I found out, I came back to Washington, Thursday night, Friday morning -- the director (CIA Director Petraeus) told me there were a number of calls from press about this. I called David Petraeus. And as a matter of fact, I had had an appointment with him, at 3:00 that afternoon, and that was canceled.
And so, then, when these questions came up, I obviously took the action myself, to try to find out and then, informed my vice chairman (Republican Sen. Saxby Chambliss), and I talked to the director twice. This is very hard stuff."
Feinstein said "absolutely" she will investigate why the FBI didn't inform her of its investigation into the threatening emails Broadwell reportedly sent to Jill Kelley, a friend of the Petraeus family.
"I mean, this is something they -- that could have had an effect on national security," Feinstein said. "I think we should have been told. There is a way to do it. And that is, just to inform the chair and the vice chairman of both committees (Senate and House intelligence committees).
Asked if she would insist on bringing Petraeus before her committee, Feinstein said the intelligence committee will make that decision. She said "absolutely not" when Wallace asked her if she thinks Petraeus' resignation is linked to the events in Benghazi.
Feinstein said the FBI finally has briefed her: "What I was told is that there was somebody else that he knew and was close to, and, that Mrs. Broadwell sent these threatening e-mails to her, and she was frightened and went to the FBI. Oh, I can't believe it. But, that's what it is."
Sen. Diane Feinstein also told "Fox News Sunday" she now believes President Obama "really had no choice but to accept the resignation" of Gen. David Petraeus, who left his job as CIA director after admitting to an extra-marital affair.
"I talked to Dave Petraeus twice on Friday, and he said to me, 'I've done an egregiously dishonorable thing and I need now to do the honorable thing.' And when I thought about it and, for me, it's a heartbreak. I mean, I am very -- this is a truly bright man, a credible person, a great leader, and could have really been a super transitional figure for the CIA. This is very, very hard and I think he did the right thing."
On Friday, Feinstein said she wished Obama had not accepted Petraeus' resignation.