Martin also told Noah that it wasn't easy going public with his own sexuality.
"It was extremely painful for me," he said. "Until I said, 'I can't take it anymore.' It's all about me now, it's not about what's happening outside, it's about what i need in order to be happy."
He said close friends and colleagues warned him not to come out, suggesting that it could ruin his career. But he said he had to for the sake of his two sons, Matteo and Valentino.
"I said, 'I have to come out.' I mean, am I going to lie to these beautiful kids?" Martin recalled.
Martin also said that his efforts to help his native Puerto Rico recover from Hurricane Maria has raised more than $5 million. He hopes to partner with Habitat for Humanity to begin building homes. Some 1.5 million people remain without electricity or water after Hurricane Maria devastated the island on Sept. 20.