I don't think you need to mention anything unless the topic comes up :) Perhaps if he asks about a girlfriend or something, you could let him know then, or something along those lines. If he's a decent, good hearted person, it won't bother him at all! :)
He probably knows. You may think it is sexist, but most, not all, but most gays are obvious. Just as obvious as male and female, so don't get offended. That is why he talks football, and stuff cus he is trying to let you know that he is macho and not interested. It is the thing straight guys do because they feel threatened... they try to be more macho. Don't worry about it, he really doesn't need to know if he doesn't already. And jeees just cus you're gay doesn't mean you're not interested in football.... But just change the subject and talk about something else.
I think like one day when speaking you should slip in a hint so atleast then if he wants to find out he will, or he could pick the hint up. I'm sure he'd be fine if you've gotten along so far!
No need to say anything for now.