In short: Nobody knows. The gospels does not say anything about romantic or sexual relations by Jesus.

The Gospels only really includes this kind of "personal information" to the extent it can be used to make a theological point. The narrative surrounding the virginity of Mary serves to make the case that Jesus is the Messiah, since a prophecy of Isiah in the greek translation states (or at least is interpreted as stating) that Messiah will be born by a virgin. No such importance is ascribed to the sexual life of Jesus, so the issue is simply not mentioned. Anything about it is therefore pure speculation.

There are some texts, most notably the Gospel of Mary, which suggest a romantic and possibly sexual relationship between Mary of Magdala and Jesus. But this text is probably written in the second century, so probably so far removed from the historical events that it should be considered legends rather than an account of the historical Jesus.

The theory that Mary and Jesus was married (which became widely known due to the bestseller The DaVinci Code) is also without any historical basis.