Senate Majority Leader Harry Reid (D-Nev.) defended Sen. Robert Menendez (D-N.J.) Sunday, expressing confidence his Democratic colleague who has come under scrutiny from the Senate Ethics panel didn't do anything wrong.

"I have confidence he did nothing wrong.  But that's what investigations are all about," Reid said in an interview with ABC News' "This Week With George Stephanopoulos" airing Sunday.

Menendez's relationship with a political donor has come under scrutiny, with the Senate Ethics Committee reviewing whether Menendez accepted inappropriate gifts from him. Reid has been defending Menendez since the allegations surfaced. Last week, he called Menendez "an outstanding senator."

Menendez is the incoming chairman of the Senate Foreign Relations Committee. Reid said he didn't see any problem with Menendez serving in that role while under investigation.

"He has been and will be a great member of that committee," Reid said.