Greg Kelly, the Good Day New York anchor accused of rape, returned on air on Friday morning, giving a brief statement before anchoring the rest of the show.

As the show began on WNYW, Rosanna Scotto, who co-anchors the show, announced that Kelly was back to work.

Rosanna, it's great to see you. Folks, thank you. It was a tough couple of weeks obviously for a lot of people. And I'm very, very grateful for all the support I had here at Fox Five, the support from my family and friends, those I care about and the viewers of course, said Kelly on air. They've been just great, the people who watch the show, and have weighed in through social media, positive remarks. Thank you very much.

Kelly said how excited he was to get back on the air with Scotto and thanked her, personally, for her support too.

I'm so happy you're back, Scotto said on air. We're going right back to where we left off.

Kelly did not speak specifically on the accusations against him. Kelly has been absent from the show since the allegations surfaced on Jan. 25.

He received applause from inside the studio, which was heard on air, reported the New York Post.

On Tuesday, prosecutors said there was not enough evidence to charge Kelly with any crime. His accuser, who was identified in the New York Post as Marai Di Toro, had claimed Kelly, the son of NYPD Police Commissioner, had raped her in October 2011.

After reviewing all the evidence, we have concluded that the established facts do not constitute a crime under New York criminal law, said the Manhattan District Attorney's office, according to the Post.

From the moment this matter was referred to this office, we conducted a thorough investigation, consistent with standard practice, said the DA's officer. That investigation included interviewing numerous fact and expert witnesses, and reviewing and analyzing multiple items of physical evidence, including, but not limited to, receipts, security logs, text messages and telephone record.

The 29-year-old woman told investigators that she got drunk and blacked out after she met up with Kelly at a bar for some drinks. They went to her Downtown law firm, where, she claimed, Kelly sexually assaulted her. However, investigators viewed surveillance footage of that night and determined she did not appear to be drunk, based on the video. They also said that there was a very low bill at South Street Seaport Bar.

Di Toro also claimed that Kelly got her pregnant. She allegedly had an abortion.  However, prosecutors are not charging her with false rape allegations because she truly believes she was attacked, reported the Post.

Kelly issued a statement Tuesday night through his lawyer after hearing the news that charges were dropped.

I am thankful that the investigation established what I've known all along, that I am innocent of the allegations that were waged against me, said Kelly in a statement. I am so blessed to have a wonderful family and friends whose support for me never wavered.