The twice-married executive also reveals how he began dating men about three decades ago when a man approached him at Studio 54 in New York.
"Was I nervous?" EW.com said Davis wrote. "Absolutely. Did the heavens open up? No. But it was satisfying."
Davis said he considers himself bisexual, not gay, even though he has been in "a strong monogamous relationship" with a man for seven years.
"Do I feel I could have been similarly attracted to a woman? The answer is yes," he said.
EW.com didn't report the name of Davis' romantic partner.
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