The Bush artist said he had a fling with the 47-year-old singer in the 1980s but hasn't admitted to it before because of the media 'glare'.
The 44-year-old told US Details magazine: 'I think at the outset there was a sort of fear - that was right at the beginning of Bush, and I didn't want it to be part of it.
'It felt like a cheap shot, so I was like, 'I'm not getting involved.''
He added: 'I've never wanted to appear closed about it, it's not something I've talked about really because it's always been in the glare of a tabloid world, it's just one of those things - move on.
'When you're 17, Jesus Christ, I don't think there's anything strange about any form of anything - you're learning about life. it's a part of growing up - that's it, no more, no less.'
Gavin just shrugs it off as 'experimentation'.
He added: 'Yeah, that was it - you have to know what you like, and I know what I like.'