That's what I thought too however I did some reading and I found some things in A Clash of Kings as well that point to the possibility of Renly being homosexual. Martin makes comment at one point that while he from time to time kiss his wife and feed her that it was Ser Loras that shared his jokes and his confidences. And Stannis Comments on Renly's wife being likely to stay a maiden since she is sharing Renly's bed.
Edit. Did some more looking and here is what I found
"From time to time, king Renly would feed his wife some choice morsel off the point of his dagger, or lean over to plant the LIGHTEST of kisses on her CHEEK, but it was Ser Loras who shared most of his jests and confidences."
Cersai in a Feast For Crows about the father of Renly's wife. "claimed his daughter was still virgin, but Cersei had her doubts... she had been wed to Renly first... *A man may prefer the taste of hippocras, yet if you set a tankard of ale before him, he will quaff it quick enough.*" (indicating Renly liked men but Cersei believed if you put a woman in front of him he may take her as well)
Comment from Jaime to Loras in A Storm of Swords “Now sheathe your bloody sword, or I’ll take it from you and shove it up some place even Renly never found.”
These were things that hinted at it in the books but the real proof is that Martin has now just come right out and said it.
There are plenty of gay characters in A Song of Fire and Ice, a series of fantasy novels currently being adapted by HBO for television, the first season of which will be called A Game of Thrones. But what was a little more subtle in the books will be much more apparent in the series.
The same-sex relationship between the characters of Loras Tyrell (Finn Jones) and Renly Baratheon (Gethin Anthony) will be very apparent by the third episode in the ten-episode first season, which bows April 17th.
Executive producer and series writer D.B. Weiss tells AfterElton.com, “I think there will be a scene mid-season that will make you very happy.”
Renly is “gay in the books, too,” says George R.R. Martin, the author of the bestselling novels. But online chatter suggests that not every reader picked that fact up.
“I never meant to make it a mystery,” Martin says. “I like to handle things subtly. I couldn’t ever actually say, ‘such-and-such is gay,’ because, as I’m sure you know, the word wasn’t invented until the 60s. And I’m talking medieval times, and I’m not going to say, ‘so-and-so is gay.’ But I thought it was pretty clear in context.”
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