Ian Thorpe, the Australian Olympic swimmer nicknamed the Thorpedo and Thorpey, has said that he is annoyed by rumors that he could be gay.

The 29-year-old Thorpe has won five Olympic gold medals, the most won by any Australian. He was also the most successful athlete to compete at the 2000 Summer Olympics.

In an interview for the documentary Ian Thorpe: The Swimmer to be broadcast Sunday on ABC1, Thorpe said his business ventures were failing badly before he decided to return to competitive swimming in 2010. Thorpe owns his own lines of sport drinks and underwear.

“I was down,” Thorpe said. “I call it the dark times.”

He said he was lost after retiring in 2006.

“It's tough to comprehend. I worked so hard to do this, I haven't really thought about what to do now, he said.

When asked about his sexual orientation, he simply answered, “Women,” but added that he's known since as early as 15 that men found him attractive.

“Being asked about [being gay] gets annoying,” Thorpe said. “I think people feel threatened by me because they can't define exactly what I am.”