The 82-year-old 'Cabaret' star has finally come out of the closet after struggling to embrace his sexuality for many years, reported People magazine.
"I don't like labels, but if you have to put a label on it, I'm a gay man. I came to realise, along with being attracted to girls, I had similar feelings for boys," Grey said.
"All the people close to me have known for years who I am. Yet it took time to embrace that other part of who I always was," he added.
"Mostly because the more people are free to own their true nature and can hopefully come closer to love and accept themselves as they really are, no matter what age, no matter how long it takes, to finally be free of the lies or half truths, it is freedom."
Grey, the son of actor Mickey Katz, was married to actress Jo Wilder for 24 years. Besides daughter Jennifer, they share a son James, a chef.