And a close friend also insisted he was not gay after detectives suggested the 31-year-old may have died at the hands of a mystery bondage sex partner he met on London's gay scene.
Sian Lloyd-Jones, 33, told a Sunday newspaper that before Mr Williams died, he was studying for a new identity as he visited her central London flat.
She said: "He said he was learning his new identity. It was all so relaxed.
"He often came round with his work. That night he came over with his box file and started going through it. He had two passports." And she said Mr Williams was a straight man who was looking for a girlfriend.
She added: "He was open with his family, and if he was gay and had any temptations he would have spoken about them, especially to his sister.
"Hand on heart, there were no innuendos about him."
Police have said it would have been impossible for the dead man to lock himself in the holdall where his naked body was found. He is believed to have died on August 16.
Forensic evidence indicates that other people were in his Pimlico flat whom they have been unable to trace.
But Scotland Yard said it is impossible to say whether Mr Williams was already dead when he was put in the bag or died from suffocation once zipped inside.
The spy also hoarded unworn women's designer clothes worth 15,000 in his wardrobe alongside several wigs.
Ms Lloyd-Jones said the outfits were probably gifts for her or his sister Ceri.
An inquest will be held on February 15.