Sen. Richard Blumenthal (D-Conn.) said that he has sent a letter to Attorney General Eric Holder requesting an investigation into the Epsilon data leak that affected millions of consumers this week.

In a Senate Judiciary hearing on the Electronic Communications Privacy Act, Blumenthal said that he sent a letter to the attorney general’s office “within the past 24 hours” asking for the office to begin an investigation into the breach.

“Literally millions of consumers are now going to be at risk for phishing and potential identity theft as a result of the breach of security concerning Epsilon,” he said. “I’d like to emphasize to you now how concerning I believe this breach is.”

News broke on Monday that the e-mail marketing firm had suffered a security breach that released the names and e-mail addresses of the customers of several prominent companies including Target, Best Buy, Citi, J.P. Morgan Chase and USBank.

Blumenthal, who came to Congress after serving as Connecticut’s attorney general, has taken a strong stance on digital privacy in the past. As attorney general, he asked Google for information it had collected on Connecticut residents through its Street View program.