In Kelly's explosive interview he said everyone who appeared on the series was "lying" and maintained that he has "absolutely not" broken any laws.
Kelly talked about his finances and his relationship with two young women whose families say are being controlled by singer.
"I'm crying because you guys don't know the truth", Clary said as she sobbed during the interview with CBS.
Craig said he was informed of the claims a month ago by Chicago police and has reached out to the victim, who lives outside of MI.
Both Clary and Savage's parents have maintained that they did not ask Kelly for any money.
The woman alleges that she then visited Kelly at his Atlanta home over the next four years.
Kelly has suggested that the parents of both women handed them over to him - a charge the families have denied.
"How can I pay child support if my ex-wife is destroying my name and I can't work?"
Kelly's comments were broadcast less than a day after he was at the Daley Center for a closed-door hearing on the delinquent child support he owes his ex-wife.
Detroit police probe R. Kelly sex assault claim
In the portion of the interview that aired Wednesday morning, Kelly said Joycelyn Savage , 23, and Clary are his "girlfriends". He said the women accusing him were all lying, at times crying and yelling during the interview.
Both Savage, age 21, and 23-year-old Clary deny claims by their respective parents that they have been "brain-washed" by Kelly and are being held in Chicago against their will. Clary confirmed that she met Kelly when she was 17 but did not have sex with him when she was a minor. "When I was 17, my parents were trying to make me take photos with him, take sexual videos with him".
Kelly has consistently denied any sexual misconduct and was acquitted of child pornography charges in 2008.
King later revealed that Kelly's team had agreed that wouldn't be in the room for the interview with Clary and Savage, but that Kelly entered after the interview began and coughed very loudly "so they were aware that he was there". "I went by myself for the first time to a Bank of America", he told King. She said she was visiting her mother and she made contact with Kelly's assistant, who was her friend. "I gave you 30 years of my f-ing career!"
Kelly spent three days in jail last month after being arrested on 10 counts of aggravated criminal sexual abuse involving four victims - three of whom were minors - on February 22. It's the first time that Kelly's offered up a one-on-one interview since Lifetime aired Surviving R. Kelly.
He immediately pivoted to Gayle King's news-cycle dominating interview with the embattled R&B singer, a small portion of which Glor's newscast aired previous night, after which much more aired on Wednesday's CBS This Morning. "I've been hearing things and seeing things on all of the blogs and I'm just exhausted".
"I'm trying to have a relationship with my kids and I can't do it because of the sex abuse allegations. How come it was OK for me to see them until they weren't getting no money from me?" he said.
In a preview, he called Gaga "a very great talent", but said it was "not professional" for her to apologise for working with Kelly.
R. Kelly opened up about his financial struggles to CBS reporter Gayle King in the second part of their highly-publisised interview.
"They said because if they ever have to blackmail him, what they're trying to do now, they can use it against him, which is exactly what they're doing", Clary said, adding that her father is "a manipulative liar".
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