The Cardiff Blues full-back, 35, said he had been through “absolute despair” and did not want to be known simply as a “gay rugby player”.
The former Wales and British and Irish Lions captain is Wales’ most capped player and ninth in the all-time Test try scoring list.
“I’ve been through all sorts of emotions with this, tears, anger and absolute despair,” he said.
“I wasn’t sure if I ever wanted to let people know and, to be honest, I feel anxious about people’s reactions and the effect it might have on my family.”
He added: “I don’t want to be known as a gay rugby player. I am a rugby player first and foremost.
“I am a man. I just happen to be gay. It’s irrelevant. What I choose to do when I close the door at home has nothing to do with what I have achieved in rugby.”