A statement from the office of the South African emeritus archbishop says he is "is deeply disappointed by allegations of immorality and possible criminality".
The 86-year-old Mr Tutu rarely makes public statements because of health problems.
Actress Minnie Driver and Senegalese musician Baaba Maal also have quit as celebrity ambassadors for Oxfam following its response to a sex abuse scandal in Haiti after its 2010 earthquake.
Earlier this week, it was revealed that two Christian humanitarian charities, the Scottish Catholic International Aid Fund (SCIAF) and CAFOD, had also been involved in sexual misconduct allegations.
Meanwhile, Winnie Byanyima, the head of Oxfam International announced that claims of sexual exploitation shall be investigated by an independent commission.
Apologising for the scandal, the executive director said the probe will examine the charity's culture and practices, before making recommendations.
Reporting by Associated Press (via Press Association)
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