Brett Favre is finally breaking his silence on his alleged role in the Mississippi welfare funds scandal ... insisting this week, "I have done nothing wrong."
Favre released a lengthy statement to Fox News in order to "set the record straight" -- claiming he had no idea that the funds he was seeking to help build a volleyball facility at Southern Mississippi were intended for those in need.
"No one ever told me, and I did not know, that funds designated for welfare recipients were going to the University or me," the NFL legend said.