The singer, who appeared on last year's controversial series of Celebrity Big Brother, was verbally attacked while filming a documentary in Wales.
Watkins was interviewing Stephen Green, director of campaign group Christian Voice, for Week In Week Out and was told his lifestyle was sinful. Green later compared him to US serial killer Jeffrey Dahmer.
Green described being gay as "vile" and said he would pray for Watkins.
Regarding the incident, Watkins said he was "completely flabbergasted", before adding: "I don't know how people like him can justify their beliefs. I think men like him are dangerous."
Watkins also spoke about having to hide his sexuality during his time in Steps.
"Despite my success, I couldn't be myself. In a pop group like Steps, you need to be three things: single, sexy and straight. I had to lie about the last one."