On the topic of his sexuality, Burns stated, " always want to know – am I gay, bi, trans or what? I say, forget all that. There's got to be a completely different terminology and I'm not aware if it's been invented yet. I'm just Pete." He also stated that he always identified himself as male and never had intentions of being a woman: "It freaks me that someone could think I was a woman. Don't get me wrong – I love women; I love men, too, and I'm very proud to be a man."