Researchers studying the sexual behaviors of gay men have found that fewer than 40% of their study group reported recently having had anal sex. Research leader Joshua G. Rosenberger:

Of all sexual behaviors that men reported occurring during their last sexual event, those involving the anus were the least common [less than 40 percent]. There is certainly a misguided belief that ‘gay sex equals anal sex,’ which is simply untrue much of the time.

As Think Progress points out, this study goes towards dispelling the myths of gays and gay sex.

The new data provides an important opportunity to dispel the myth that all gay and bi men have (and should have) anal sex….All of these findings can help advocates promote sexual lives for men who have sex with men that are both healthier and more personally fulfilling.

See NARTH, this is how a study is actually performed.