Greg Davis, the mayor of Southaven, Mississippi, has become the first elected official in the state to come out gay, Memphis CBS affiliate WREG reported.

According to gay GOP group Log Cabin Republicans, no elected official in Mississippi had previously announced that he or she is gay.

“When we heard about Mayor Davis, we checked our records and other records and did find that yes indeed, he turns out to be the first,” said R. Clarke Cooper, executive director of Log Cabin Republicans.

Davis acknowledged he's gay last week after an audit revealed a purchase at gay mens sex shop Priape in Canada. City officials have demanded Davis repay roughly $170,000 from improper charges.

“At this point in my life and in my career, while I have tried to maintain separation between my personal and public life, it is obvious that this can no longer remain the case,” Davis told The Commercial Appeal. “While I have performed my job as mayor, in my opinion, as a very conservative, progressive individual – and still continue to be a very conservative individual – I think that it is important that I discuss the struggles I have had over the last few years when I came to the realization that I am gay.”

Only 2 states, South Dakota and Alaska, remain without an elected official coming out gay.

In 2008, Davis, a Republican, ran unsuccessfully for Congress on a conservative platform.

Davis and his wife Suzann of 19 years divorced in 2010. They have 3 daughters.