While disclosure to family was reasonably common, this was couched in terms of sexuality being tolerated rather than fully accepted. Active and careful management of their diverse identities was reported by participants. This included the use of “gay” as a catch-all category, including for those who identify as transgender. For many, these aligned with Western notions of how gay and bisexual are understood as categories but for others, their understandings and use of such terms was influenced by Filipino cultural and contextual meanings. The participants provided both simple and complex accounts of sexuality. This study reports on individual interviews carried out with 21 “gay” migrant Filipinos living in New Zealand to understand sexual identity and identify how they manage the disclosure of their identity. Ethnicity, sexuality, and health are inextricably linked.