You Can Play has confirmed there are several gay players in the NHL currently along with members of the training staff and journalists, however none have come out publicly.
That (and the fact that the Sharks are my team) was why I bought a Tommy Wingels jersey over the more popular (and admittedly often better playing) teammates - he's on the You Can Play board. He supports us; I'll support him.
It's also worth mentioning that the NHL has officially and frequently said that any player who chooses to come out will get their full support. I'm keeping my fingers crossed for girlfriendless and adorable Martin Jones, who doesn't know my husband and I have adopted him in our heads.