"I came to Missouri to fight for the people… I thank all the people who worked beside me… the last few months have been incredibly difficult," Greitens said on Tuesday while announcing his resignation.
Greitens, who is facing the impeachment, added that the allegations against him had been designed to significantly damage to his family.
Greitens claimed he has not broken any laws nor committed any crimes.
Earlier on Tuesday, Cole County Circuit Judge Jon Beetem ordered the governor's nonprofit group to turn over all documents related to his campaign fund-raising for further investigation.