DJ Tony, also known as Tony Okungbowa, has never stated that he is gay. Okungbowa is the DJ on The Ellen Degeneres Show.
He is most likely not gay as Ellen had a segment on her show to find him a wife. He started on the show in 2003 and left in 2006. He returned to the show in 2008 and is the current DJ.
Tony has also had several guest roles on shows like Law & Order: Special Victims Unit, NYPD Blue and The X-Files.
Of interest: The Ellen Degeneres Show does not employ a house band, and DJ Tony Okungbowa works under a SAG-AFTRA contract. It was recently announced that musical guest performers on the show will now be paid under a American Federation of Musicians contract.