‘Gay identity’ is an often taken-for-granted concept in research. When researchers refer to gay men’s identities, the term is used in relation to sexuality, as a labelling process, and operationalised through reference to homosexual relationships. But what do those relationships mean to gay men? What does ‘being gay’ mean to gay men? Those questions, for the most part, remain unaddressed. My review of literature shows that ‘being gay’ has been commonly equated to ‘being homosexual’ and, although sexual relationships are one of the most common themes in research about gay men, studies often investigate them from epidemiological perspectives. In this thesis, I draw attention to the limits of those perspectives and explore the contributions that sexual, erotic, and romantic connections make to gay men’s sense of identity. From a narrative approach, this thesis is concerned with how self-identified gay men give meanings to their romantic, erotic, and sexual relationships and how those meanings become entangled with their sense of who they are. To conduct this study, I interviewed ten gay men of different ages and backgrounds living in the United Kingdom, each of whom provided narrative data during unstructured one-to-one, one-off interviews. Drawing upon a narrative structural analysis, my findings are presented in two ways: first in the form of idiographic narratives concerning five participants and, secondly, as an overarching analysis with central themes identified across participants’ narratives. My findings show that gay men construct a sense of identity through their sexual, erotic, and romantic relationships and that being gay pervades the self in a way that affects their entire life stories. This study concludes by challenging the conception of ‘being gay’ as a sexual orientation because it describes in sexual terms an identity that is not only, not always, and not predominantly sexual.