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Embattled Virginia Gov. Bob McDonnell said today that he would return gifts he and his family received from a campaign donor, including a $6,500 Rolex watch.

Speaking on WTOP radio on the "Ask the Governor" program, McDonnell said he would work with counsel to return "all remaining gifts" from Jonnie Williams, a wealthy donor to his campaign and CEO of a nutritional supplement company Star Scientific. The gifts could amount to tens of thousands of dollars.

"This has been a gentleman and his wife who… I considered a personal friend, and he had given some gifts to my daughters for their wedding and to my wife, some of them I did not know about at the time," McDonnell said. "Listen, I do understand the concern of the citizens of Virginia."

"I felt that because of the concerns that had been raised by my citizens I did not want my sacred trust with the people to be undermined in any way," the governor said.

McDonnell's office won't provide any additional information about which gifts he would be returning or their value.

McDonnell has been dogged by questions and a federal investigation into whether any of the gifts were improper.

In the interview, McDonnell pointed to an external audit by former Virginia attorney general Tony Troy which found that McDonnell's office did not give Star Scientific any special benefits as a result of the gifts.

Some of the reported gifts include a $6,500 Rolex watch, $15,000 in wedding catering for his daughter Cailin's 2011 wedding. and a $15,000 shopping spree for his wife Maureen, according to the Washington Post.

McDonnell said that his daughter Jeanine McDonnell has already returned one of the gifts Williams gave her for her wedding in May.

Last week McDonnell also announced that he repaid $124,000 in loans and interest from Williams to his family and the business that he co-owns with his sister.