Yeah, but they have alot of implications that he is gay, such as:
1. When Homer and Marge go to the psychologist about Bart (when they were younger), he says something about being gay, Homer goes "Barts gay?" The psychologist says oops, wrong file. The file says Milhouse Van Houten
2. The Poochie episode where the company brings the kids into the room and watch Itchy and Scratchy cartoons. When some huge buff guy in speedos walks around, Nelson rings the buzzer for Milhouse to indicates what he likes. This one doesn't really show that he's gay though.