The former boxing promoter - who managed the career of Lennox Lewis - split from her wife Tracey in 2012 before she started to live life as a woman.
Kellie, 60, hasn’t ruled out finding a new relationship - with either a man or a woman.
She told EQview: "I'm not involved in a sexual relationship with anyone. I haven't [been] since I left my home and my wife.
"I'm not going to say I will be involved in a sexual relationship and I'm not going to say I won't be.
"I don't know what my sexuality is; I might see the man of my dreams, I might see the woman of my dreams. I can't close a door and I'm always prepared in life.”
Since making the decision to identify as a woman, Kellie (formerly known as Frank) now recognises the struggles that the gay and transgender community have dealt.
"We're probably where the gay community was 30 years ago, tolerated but we're not fully accepted. It makes me understand what the gay community went through,” she said.
Prior to coming out as a woman, Kellie was once a member of political party UKIP and made controversial comments about homosexuality,
"I accept comments I made in the past were wrong. If you knew Frank Maloney, if you were there when I made those remarks – you would have seen the smirk on my face,” she said.
"I knew it was wrong but I was saying it in jest. The UKIP councillors working for me at the time were gay - they told me it was silly, it was a mistake."
You may also be interested in: FRANK MALONEY REVEALS HE IS LIVING LIFE AS A WOMAN