Former US Vice President Mike Pence spoke out for the first time since the discovery of classified documents in his suburban Indianapolis home earlier this month, Fox News reported.

He pledged full cooperation with any investigative apparatus, whether from the National Archives, Justice Department or Congress.

"I remain very confident that during my time in the Congress of the United States, we were very careful and very cautious—as we were during my time as vice president—but again, during the closing days of the administration, when materials were boxed and assembled, some of which were shipped to our personal residence, mistakes were made," Pence explained.

"We were not aware of it at the time until we did the review just a few short weeks ago."

Pence added that he and his post-vice-presidential office was unaware of the existence of the small amount of classified material until a few weeks ago when they reviewed his files.

"But, I take full responsibility for it, and we're going to continue to support every appropriate inquiry into it," he said.