Story highlights "I think everybody needs that investigation to happen," Blunt said on KTRS radio.

"I would think that we should talk to Gen. Flynn very soon and that should answer a lot of questions," he added.

(CNN) Republican Sen. Roy Blunt, a member of the Senate Intelligence Committee, on Tuesday called for an exhaustive investigation into connections between President Donald Trump and Russia and said the Intelligence Committee should immediately speak with former National Security Adviser Michael Flynn.

Flynn resigned Monday evening amid revelations that he misled Vice President Mike Pence about conversations he had in December with Russia's ambassador to the US about sanctions placed on Russia. Pence had defended Flynn on television and denied he discussed sanctions after initial reports of the conversations.

"I think everybody needs that investigation to happen," Blunt said on KTRS radio. "And the Senate Intelligence Committee, again that I serve on, has been given the principle responsibility to look into this, and I think that we should look into it exhaustively so that at the end of this process, nobody wonders whether there was a stone left unturned, and shouldn't reach conclusions before you have the information that you need to have to make those conclusions."

"But the Senate Intelligence Committee is looking at this," he continued. "I would think that we should talk to Gen. Flynn very soon and that should answer a lot of questions. What did he know? What did he do? And is there any reason to believe that anybody knew that and didn't take the kind of action they should have taken?"

"For all of us, finding out if there's a problem or not and sooner rather than later is the right thing to do," he added.

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