Apparently even though there is a lot of talk about the two this is not true. Penn is married to a woman and they have two children. Teller however has not commented on the subject and it is currently unknow what his sexuallity is.
Penn is married, has a wife and two children from the wedlock. So there is no question about him being gay. Teller is also not gay but there has always been a speculation about his sexual orientation.