NYPD commissioner's son investigated over rape allegations, source says January 26, 2012 -- Updated 2129 GMT (0529 HKT) Prosecutors are looking into allegations that Greg Kelly, 43, committed the crime three months ago, a source says. The district attorney's office says it "will not confirm or deny an investigation" Kelly's attorney says he is aware the district attorney is investigating his client Kelly is currently a co-anchor on "Good Day New York" on the New York station WNYW New York (CNN) -- Prosecutors are investigating allegations that New York Police Commissioner Ray Kelly's son, who is a local television anchor in Manhattan, raped a woman three months ago, a source with knowledge of the investigation said Thursday. The official, who declined to be named citing the sensitive nature of the probe, said the Manhattan district attorney's office is currently handling the investigation of Greg Kelly, 43, due to the apparent conflict of interest with the New York Police Department. District attorney spokeswoman Joan Vollero said that her office "will not confirm or deny an investigation." Police spokesman Paul Browne declined to comment. The New York Times, citing a law enforcement official, reported that a woman and her sister reported the incident Tuesday night. After the alleged attack, a man presumed to be the boyfriend of the alleged victim sought out the elder Kelly at a public event, according to the initial source. The man said to the commissioner that his "son's ruining my girlfriend's life,'" the source said. Kelly asked 'What do you mean by that,' the source added. "But the person said there were too many people around, and so the commissioner told the man to write him a letter," the source said. It could not be confirmed if that occurred. Andrew Lankler, an attorney for the younger Kelly, who has not been charged with a crime, said he is aware the district attorney is investigating his client. He said the newsman is "cooperating fully." "We know that the district attorney's investigation will prove Mr. Kelly's innocence," Lankler added. Mayor Michael Bloomberg also weighed in Thursday, saying that "everyone has a right to have their complaints investigated." "I also point out that as far as I know, Greg Kelly has not been charged with anything ... so I don't know how that is going to turn out, but I think any questions you have are going to have to be addressed to the district attorney," he said. Kelly is currently a co-anchor on "Good Day New York" on the New York local Fox station WNYW, and was formerly the co-anchor of "FOX & Friends Weekend." He spent nine years as a fighter pilot in the U.S. Marine Corps prior to his career in news. Kelly did not anchor the Thursday morning show. His station reported the allegation but declined to offer additional comment, referring press inquiries to Kelly's attorney.