Was Adolphe Menjou gay

No, he was married most of his adult life. He married twice

Kathryn Carver (m. 1927-1933) «start: (1927)-end+1: (1934)»"Marriage: Kathryn Carver to Adolphe Menjou" Location: (linkback://en.wikipedia.org/wiki/Adolphe_Menjou)

Verree Teasdale (m. 1934- until his death in 1963)