There seems to be a common belief that sexual sins only occur in lustful, unrefined people with little self-control. In fact our Sages tells us that the greater the person the greater is his yezter harah (Sukka 52a). Thus it is really the saintly refined person with great self control - who is in greater danger. The following in an example from the Talmud that led to a suicide attempt and eventual death from penitential fasts.
Kiddushin(81b): Whenever R’ Chiya bar Ashi said the tachanun prayer he would say, “The Merciful save us from the yetzer harah (evil inclination).” One day his wife overheard him. She said to herself, “It has been many years that we have not been intimate, so why does he have a need to pray for this – [he obviously doesn’t have a strong sex drive]?” One day he was studying in his garden and she dressed up and repeatedly walked past him. He asked who she was. She replied that she was Harusa (a well known prostitute) who had just returned. He desired her. She told him to first bring the pomegranate to her from the top of the tree. He jumped up and brought it to her. He came into his house his wife was firing the oven. He climbed in it [to kill himself – Rashi]. His wife asked him what was the meaning of this? He told her what had happened. She replied that she was the woman involved. However he paid no attention to her until she gave proof with the pomegranate. He said, “Nevertheless my intention was to sin.” That righteous man [R. Hiyya b. Ashi] fasted all his life, until he died thereof.