We examined whether nonresponse to the survey question on self-identified sexual orientation was associated with race and ethnicity, utilizing Washington State Behavioral Risk Factor Surveillance System data. The results of adjusted multinomial logistic regression indicated that the nonresponse rates of Asian Americans, Hispanics, and African Americans are higher than those of non-Hispanic Whites. Innovative ways of measuring sexual orientation to reduce racially and ethnically driven bias need to be developed and integrated into public health surveys.