Board Thread:General Discussion/@comment-24100805-20160201152915/@comment-26133480-20171112015141

Jordan Botelho wrote:...and Alphys and Undyne are lesbians, because they're both in love with each other, Frisk's gender is female. Alphys actually is a two-way-street: for a while she had a huge crush on Asgore.

It's confirmed both if one answers such in MTT's quiz show and when everyone is together towards the end of TP: she says about "sometimes you have to stop going after furry boss monsters" referring to the Underground King.