As far as I remember he used to say that marriage was useless, and might have ''influenced'' his deductive capacities. But there was one woman that ''touched'' his heart, she turned to be more intelligent than he was!
Watson constantly comments on his roommate and friends' emotionless nature. He lights upon this issue in Scandal of Bohemia (I think that's what it's called). Holmes would not allow any emotion which might addle his scientific mind, or cloud his precision of thought. For Holmes, there is only "THE woman," as Watson tells it: Irene Adler, who proves to be a worthier adversary than most of the able-bodied and experienced criminals that Holmes usually deals with.