I've never had any close male friends. The most important relationships in my life have always been with women. My five sisters raised me because my father was a surgeon, my mother was a nurse and they worked together, so I didn't see either of them much. It was a sexual education, because my sisters were the horniest little girls. They would tell me stuff that, when I was small, I didn't want to hear. I remember one of my sisters talking about fellatio and cunnilingus when I was six years old. I said: "Only dirty people do that, right?" She just laughed. When I told my friends what I knew about the birds and bees, they beat me up because they found it so disgusting.

I started being interested in girls when I was about 14, which I think is quite late. But once I got a taste, that was it. I was off the blocks. Eventually, I was expelled from school for making a pornographic film. I was just a young boy in Wisconsin – anything to get out of there. Not that I played the field. I had one girlfriend, called Wendy Witt, from 15 to 17. My parents were relaxed about sex because they didn't want us to be fucked up about it. We had a television room that was respected as a private place, so when you came home with a date you could watch TV – or whatever – in there and they'd leave you alone. They'd rather we were doing it there than in a car or something. Good on them.

I have a son who's in his 20s now. I've never given him advice about women – I think it would be too oppressive for his old man to give him that kind of advice. He's got to find his own way; I can't help him. I teach by example. Although I've probably been a very bad example.

I met my wife [filmmaker Giada Colagrande] on the street in Rome in 2004. I knew of her because I'd seen her films and we had some mutual friends. Getting married was very impulsive and romantic. We were having lunch and I said: "Do you want to get married tomorrow?" I called up City Hall and they said: "If you get here in the next couple of hours, you can register and then you can get married tomorrow." So we ran down there. We married the next day with just two witnesses, our best friends: my manager and her editor.

Before that, I was in a relationship [with theatre director Elizabeth LeCompte] for 27 years. She's the mother of my son, but we never married because to her marriage represented ownership, and I respected that. But after a while, I was more interested in getting married than she was. Increasingly I found it's not so good going around saying: "I'm with this person but I'm not married to them." It's confusing, to you and other people. If you're travelling around a lot, you have to make a decision about whether you're going to be monogamous.

It makes me laugh when I hear a guy talking about being in touch with his feminine side. But I gravitate towards women, I identify with them. And I do cry very easily, more and more as I get older.

Sometimes I think women are lucky because they can develop in ways men can't. The old-boy network may be oppressive to women, but it actually stunts men in terms of personal growth. It's our bodies that colour how we function in society. We're all stamped by our sexuality: whether we're straight or gay, whether or not we have children. Emotionally men and women are different, but only as a result of the physical differences. It all comes back to our bodies.

• Antichrist will be released on DVD on 11 January 2010