The Bush singer ' who is now married to No Doubt star Gwen Stefani ' had a fling with the gender-bending singer in the 1980s but didn't admit to the relationship before because of the 'glare' of the media.
Gavin said: ' 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.'
''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.'
Asked if it was a one-time experimentation, he said: 'Yeah. That was it. You have to know what you like, and I know what I like.'
Gavin has also spoken candidly about his relationship with his 21-year-old model daughter Daisy Lowe.
The 44-year-old musician admits he feels more like a friend to Daisy ' who he only found out was his daughter in 2004 after her mother Pearl Lowe revealed her parentage ' because he wasn't involved in her childhood like his two sons, Kingston, four, and Zuma, two, with Gwen.
Gavin ' who had been Daisy's godfather ' added in an interview with Details magazine: 'With the boys it's traditional. I'm all they know and I'm with them all the time. With Daisy, I don't know her in that context.
'The way I nurture those boys, I never got a chance with Daisy. I love my connection with her, but I don't have any say in who she is. With the boys it's my job to correct them and shape them. With Daisy, I just have to be respectful. I suppose it's more like a friendship.'
Marilyn previously claimed he had a five-year relationship with Gavin which he agreed to keep secret for the sake of his rock career.
Marilyn - real name Peter Robinson ' said: 'He was the love of my life. We were together five years, but it felt like 40. He was just becoming successful in America. I agreed to lie against every grain of my being."
The androgynous singer's close friend Boy George alleged the two men had a relationship in his autobiography 'Take It Like A Man'.