Illinois Congressman Jesse Jackson Jr. said Wednesday that he is cooperating with the congressional ethics probe into his interactions with indicted former Illinois Gov. Rod Blagojevich (D).

The Chicago Sun Times reported Wednesday that the Office Congressional Ethics has launched a preliminary review into the Democrat. According to Blagojevich's indictment, the former governor allegedly believed he would receive $1.5 million through Jackson's associates if he appointed Jackson to President Obama's former Senate seat.

Jackson has not been accused of any wrong doing.

USA Today reports that Jackson has confirmed the Ethics Committee probe and he has "done nothing wrong."

The Office of Congressional Ethics typically conducts such probes for 30 days before making recommendations to the House Ethics Committee. The investigations are kept under wraps, so it is unlikely much information will come to light soon.

Jackson is now the second lawmaker under congressional investigation for their interactions with Blagojevich. Sen. Roland Burris, the Democrat eventually appointed to Obama's seat, is currently being investigated by a Senate ethics panel.