During a sexy online chat, my Thai bf said Aey at one point. What does this mean?

I don't know about Thai but where I come from it means " of course " or " Yes " As in "why aey man " Sorry I'll get me coat

I will ask the missus when she gets back for you

Probably อาย "ay" embarrassed or shy (but with a much more positive connotation than in English--ay is a prized personal attribute in traditional Thai culture for both men and women.

You may need to give more information - context, what was the rest of the sentence etc.?

But if as you say it was a "sexy chat" then yes, probably mikenyork is correct and your boyfriend simply admitted to being "shy" to continue further, in other words you may have overstepped the tacit limits of the exchange - at least as far as he was concerned.

Patrick