If Elizabeth (the "virgin" queen) ever became sexually involved with someone, it would've most certainly have been with Robert Dudley.
Elizabeth and Robert have been friends since childhood. Once they were adults, it was reported that their friendship grew into something more romantic. They allegedly became lovers during the early years of her reign, perhaps even before. However, when Robert's wife died from a broken neck under suspicious circumstances, Elizabeth ended their "secret" affair to not raise any conspiracy against them. Although, it was rumored that their romantic relationship secretly continued until the mid-1560s. They remained friends until Robert's death, although she became extremely jealous whenever he took other mistresses. And at first was furious, when Robert married her cousin Lettice Knollys in secret.