However, the former Chelsea player insists this was not reflecting a view of no-sex-before-marriage.
“My religion, my baptism, I’m very happy,” he told BBC’s Football Focus.
“People are saying things everywhere about whether I’m a virgin or not. I’m not a virgin.”
He added: “Some people in the press don’t respect people in life. I can put my head on my pillow and sleep great because I respect everyone.”
The Brazil international, who is due to marry his girlfriend Sara Madeira, was baptised in the indoor swimming pool of his PSG team-mate Maxwell last week.
Alongside an image from the ceremony, the 28-year-old posted a verse from the bible on Instagram.
It read: “Therefore, if anyone is in Christ, he is a new creation. The old has passed away; behold, the new has come.