“I am very sorry for the hurt I have caused to the ones I love so much.

“I would ask that my family and I are given the space and privacy to continue trying to resolve the issues. I will be making no further comment.”

Montgomerie is playing in the Wales Open this week at Celtic Manor, the course near Newport where he will lead Europe’s attempt to win back the Ryder Cup from the Americans in October.

The Daily Mirror this morning claimed that the eight-time European number one, whose 14-year first marriage ended in divorce in 2004, had confessed to wife Gaynor that he had been having “a secret affair with his ex-lover Joanne Baldwin.”

The newspaper added that the relationship was over and Montgomerie was battling to save his marriage.

Baldwin partnered him to many events after they met on the school run following his divorce.

He was also linked to Spanish model Ines Sastre before meeting Gaynor, the widow of furniture tycoon George Knowles, who had died while on holiday in Majorca.

With seven children between them – Montgomerie had two daughters and a son with first wife Eimear – they were married at Loch Lomond in April 2008 and he moved back to his home country so they could set up home together in Perthshire.