A Melbourne mother and exotic dancer claims she had a three-month affair with disgraced Australian cricketer Shane Warne.

The allegations came as Warne's wife Simone issued a statement saying she would stand by her beleaguered husband despite the sex scandals involving the champion cricketer.

The latest claims come from Angela Gallagher who told Channel Seven's Today Tonight program in an interview to be screened on Monday that she had a steamy relationship with Warne.

Ms Gallagher, who is married, claims Warne pursued and romanced her with mobile phone messages of a sexual nature she described as "pretty full-on".

"What he told me (was) that he was in an open marriage," said Ms Gallagher, who also said she had decided to go public with the story to save her own marriage.

Ms Gallagher's husband is also interviewed in the Today Tonight story, saying he wanted to "go round there and kill" Warne over the affair.

Warne has spoken publicly for the first time since he was accused a fortnight ago of sending raunchy mobile phone messages to a South African woman.

He was also involved in a phone sex scandal in England three years ago, in which a nurse accused him of making lewd telephone calls to her.

In a prepared statement he read to a packed media conference in Melbourne, Warne declared his private life off-limits.

"At this stage any issues or allegations concerning my private life are exactly that - they are private and I will not be making any further comment on those issues or any such issues," Warne said.

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