updated 05/15/2014 AT 1:00 PM ET
•originally published 05/15/2014 AT 2:45 PM ET
Billy Bean still wishes he’d handled things differently back in 1995 when he quit baseball, rather than tell his teammates that he is gay.
“The double life I was leading was just exhausting,” says Bean, who played for the Detroit Tigers, the Los Angeles Dodgers and the San Diego Padres.
He spoke with PEOPLE exclusively for a portfolio of gay professional athletes on their choices to play and live openly. Watch a video of all the athletes below.
Married young to a woman, Bean later divorced and began dating men. When he did, he moved 20 miles from the ballpark, just to avoid having teammates stop by.
The most difficult moment came a year and a half later, when his then-partner passed away.
“Think if you lost your wife or your partner and went to work and didn’t tell anybody,” says Bean, 50.