Found here http://allieiswired.com/archives/2009/08/odd-couple-keanu-reeves-and-cameron-diaz-hook-up/
toward the bottom the author says

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Keanu always struck me as asexual or at the very least Clay Aiken-ish.

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Edit: Formatting

Plus incidents like these:

Keanu Skips Out On A "Play" Date
While most men would jump at the chance to celebrate their birthday with one gorgeous woman - let alone a bunch of buxom blonde Playboy Bunnies - don't count Keanu Reeves among them. On September 2, the reclusive Matrix star spent his 39th birthday by himself, dining on pasta in a booth at Los Angeles's famed Dan Tana's resturant. "Hugh Hefner, who was seated close by, sent one of his Playmates to invite Keanu to join them," a source tells Us. Alas, the dinner parties didn't merge. "Keanu said he was happy to spend his big day alone."

http://www.whoaisnotme.net/articles/2003_0922_kea.htm

aren't exactly typical straight-guy behaviour, even taking into account Keanu's general yearning need for privacy.

He's also repeatedly through the years shown a kind of obliviousness to sexual innuendo from journalists or interviewers, though it's possible it's on purpose; a couple of examples:

You're a sex god in Britain, you know?
A sex god. That sounds kind of Dionysian, Bacchus, mythic, tribal. Cool.

http://www.whoaisnotme.net/articles/1995_11xx_kea.htm

WHAT TURNS YOU ON?
Music, performing live. I don't have my band (Dogstar) any more, but I enjoyed the fraternity of playing with a band. I love the creative act of writing a song and I enjoy playing live. I like to be on the road.

http://www.whoaisnotme.net/articles/2008_1207_ist.htm

From the article http://www.whoaisnotme.net/articles/2007_1115_que.htm:

"For an actor whose very appeal was so wrapped up with sex, it seems amazing that there should be so little sex in his films and in his life."

And regarding The Matrix:
"Naturally, the goal of the films is to see the white man defeated or the minority curtailed. And who is called upon as a catalyst to this final face-off? The androgynous, asexual Neo and his similarly neutral lover Trinity."

I posted about this once at asexuality.org, and someone said that Keanu might be demisexual; not full blown asexual, but sort of halfway there. (on a semi-related point, there seem to be a lot of asexual Keanu fans.) I note also that, in all the interviews when Keanu was asked if he were gay, he always said that he was not gay; he never explicitly says he's straight. The closest being his quote: "I love women more than any guy I know."

http://www.asexuality.org/wiki/index.php?title=Demisexual

It would also explain how all those people who ask or suspect that he's gay (lflipout et al) always do so because of his lack of girlfriends rather than the presence of boyfriends, or of an occasionally manifested obliviousness to women attempting to flirt with him. Most of them then conclude, illogically, that he has to be gay, despite a complete lack of boyfriends. Others claim that he trips their gaydar, and it's apparently common for asexual people to trip gaydars of people who can't differentiate between the various kinds of 'not-straight'.