In reply he said he had always acted "in the most professional and ethical way."
He also confirmed he had received a letter from the BBC which he said contained no allegations against him but "asked questions which are easily answered."
The BBC Spotlight programme has confirmed it has been investigating matters involving Iris Robinson for some time.
In a statement the BBC added that allegations have been put to the Robinsons and their response is awaited.
In a statement on Wednesday evening, Mr McGuinness said he wished the Robinsons well.
He said: "Nobody watching the interview by Peter could fail to be moved by the obvious hurt and pain being experienced by the Robinson family.
"Despite Peter's public role he is entitled to privacy as he and his family seek to deal with this matter. I wish them well as they seek to rebuild relationships away from the public glare."
And in a statement issued on behalf of the DUP, deputy leader Nigel Dodds said that supporters of the party were "deeply moved" by Mr Robinson's interview.
He added: "On behalf of the members of the DUP, I want to extend to Peter and the Robinson family our heartfelt prayers and support at this incredibly difficult time.
"I know that rank-and-file members and supporters of our party, in common with the wider community in Northern Ireland have been deeply moved by Peter's statement today. He has demonstrated a level of bravery and courage that very few in public life possess.
"Peter Robinson's contribution to the unionist resurgence in Northern Ireland over recent years has been immeasurable. He is the undisputed leader of unionism and we all offer our full and total support at this time."
Secretary of State Shaun Woodward said the Robinsons should be given space to deal with their issues. He also welcomed Mr Robinson's pledge to return to work.
"We have got to understand there is a need to distinguish between what is genuinely of public interest and what is interesting to the public," he said.
"I think the public must respectfully decline any further interest because it's none of their business.
"On public policy, I think people should welcome what the first minister has said and of course that continues the work that he has been doing with Martin McGuinness."
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