Brazilian striker Ronaldo has admitted to being ashamed after his bizarre run-in with a trio of transvestites in Rio de Janeiro.

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"I've done something really stupid in my personal life," the Milan player said in an interview with Globo television.

"We are all subject to making mistakes and I made a mistake in looking for this.

"I did not at any moment know they were transvestites," the 31-year-old added in his first public appearance since the incident last Monday.

Police said Ronaldo, who is back in his homeland recovering from a serious knee injury, went to a motel in Rio de Janeiro's upmarket Barra da Tijuca neighbourhood with three call girls only to find out they were transvestites.

The transvestites complained of physical intimidation by the former Real Madrid, Barcelona, Internazionale and PSV forward, who in turn claimed that he was the victim of an attempted extortion.