For nearly two decades, Ernst & Young executive Beth Brooke navigated the office like it was a minefield, dodging water-cooler chatter for fear that someone might corner her with a personal question. Her colleagues whispered that she was a "loner," she said, scarred from her divorce or perhaps just reclusive by nature. But Ms. Brooke was growing tired of hiding, particularly after being tapped to head the company's diversity and inclusion efforts. So last year, while preaching openness in a company-sponsored video for the "It Gets Better" campaign, she rewrote the script. "I'm gay," she said, looking straight into the camera. "And I've struggled with that for many years." Like 53-year-old Ms. Brooke, a global vice chair of public policy, some top executives are tiptoeing out of the closet about their sexuality. Many describe their coming-out experiences as unexpectedly painless—and most say they were met with overwhelming support. They say their job performance improved because they felt more at ease among colleagues. "Life really did get better," Ms. Brooke said.