(CNN) -- The FBI received a tip that CIA Director David Petraeus was involved in an extramarital affair, and the agency was concerned about the possibility of blackmail, a U.S. official told CNN Friday. The bureau's counterintelligence unit investigated the tip to see if there was a "potential security risk," citing worry that Petraeus could be "in a vulnerable spot." Petraeus stepped down as director of the CIA on Friday, saying he had an affair.