This is the lie sociologists see when one partner in a marriage hides an adulterous liaison. One study showed that while women committing adultery tend to blame themselves, the men cast the blame elsewhere. The fact that these questions were being asked in a politically inspired lawsuit, which has since been dismissed, was a consideration too. Hey, it didn't matter. This is a euphemism for denial, which is a defense mechanism that disavows thoughts that cause anxiety.
Denial is a lie to oneself.
We rationalize away the fear. Bill Clinton is a genius at denial. This exemplifies the moral principle that if you are asked an immoral question you can answer with a lie. The Philosophy 101 example of this is, if the Nazis came looking for a family of Jews whom you were hiding in your attic, you would be permitted to lie in order to protect them. Most people would say such a lie was an act of virtue.