The 32 year-old star expressed his "sincere regrets" to his fiance, actress Sienna Miller.
He wrote a letter to the British Press Association, which stated, "Following the reports in today’s papers, I just want to say I am deeply ashamed and upset that I’ve hurt Sienna and the people most close to us,"
"I want to publicly apologize to Sienna and our respective families for the pain that I have caused. There is no defence for my actions which I sincerely regret and I ask that you respect our privacy at this very difficult time."
Jude Law and Sienna Miller have been together since they met on the set of the film Alfie. They became engaged in December, 2004.