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. "I tried to help my alma mater USM, a public Mississippi state university, raise funds for a wellness center. My goal was and always will be to improve the athletic facilities at my university."

As we reported, Favre has been accused of working with government officials to obtain $5 million from Mississippi welfare funds in order to build the venue at his alma mater -- where his daughter played volleyball.

Favre was also accused of pocketing over $1 million in welfare funds for public speaking engagements that he allegedly blew off.

Texts to an official appeared to show Favre knew what he was getting into ... with one reading, "If you were to pay me is there any way the media can find out where it came from and how much?"

Favre's attorney, though, explained to Fox News that simply, "Like most celebrities, he didn't want his source of income to be public."

"He had no idea that the payment came from [Temporary Assistance for Needy Families]," Eric Herschmann said, "and had he known he never would have accepted that money."

Favre added in his statement, "I have been unjustly smeared in the media."