Billy Bean Regrets Quitting Major League Baseball Rather Than Coming Out

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.