ALBANY, N.Y. (AP) — New York Gov. Andrew Cuomo acknowledged for the first time Sunday that some of his behavior with women "may have been insensitive or too personal,” and said he would cooperate with a sexual harassment investigation led by the state’s attorney general.

In a statement released amid mounting criticism from within his own party, the Democrat maintained he had never inappropriately touched or propositioned anyone. But he said he had teased people and made jokes about their personal lives in an attempt to be “playful.”

“I now understand that my interactions may have been insensit...