Updated at 10:29 a.m. 

Federal investigators gave Senate Intelligence Committee Chair Dianne Feinstein (D-Calif.) no advance notice about the investigation that led to the resignation of CIA Director David H. Petraeus, Feinstein said Sunday morning.

“We received no advance notice. It was like a lighting bolt,” the senator from California said on “Fox News Sunday.”

Petraeus resigned Friday and admitted to having an extramarital affair. An FBI investigation of threatening e-mails the woman with whom Petraeus had the affair sent to another woman close to him eventually led to the discovery of the relationship.

“The FBI has briefed me now. I actually wish we would have been briefed a little bit earlier,” said Feinstein, who noted that she only learned of the situation on Friday. The California Democrat said her committee would begin an inquiry into the entire matter beginning this week.

The ranking Republican on the Intelligence Committee, Sen. Saxby Chambliss (Ga.), said Sunday that he also was not informed of the situation until Friday.

"I was not told about it until Friday," Chambliss said on ABC's "This Week With George Stephanopoulos." "You know, the intelligence community became aware of it on Tuesday, actually, late afternoon on Tuesday. And then, by the time it sifted through the appropriate channels, through the White House, we were told on Friday."

After Petraeus announced his resignation Friday, Feinstein released a statement saying, “I wish President Obama had not accepted this resignation, but I understand and respect the decision.” On Sunday she reversed course, saying, “I think the president really had no choice but to accept the resignation."

Petraeus was previously scheduled to testify before Congress this week about the Sept. 11 attack on a U.S. consulate in Libya that claimed the lives of four Americans, including Ambassador J. Christopher Stevens. Both Feinstein and Chambliss left the door open Sunday to the possibility that at some point down the road, Petraeus may still be called before Congress.

"At the end of the day, I would not rule out General Petraeus being called to testify.  That still could happen at some point in time," Chambliss said.