Yes, according to some accounts in Greek mythology, Zeus and Aphrodite did have an affair.
Aphrodite, the goddess of love, beauty, pleasure, and procreation, is said to have had various affairs. One such affair was with Zeus, the king of the gods. According to the reference provided, Aphrodite later, and of her own volition, had an affair with Zeus. The consequence of this union, according to the source, was the birth of Priapus. Hera, Zeus's wife, cursed the child, resulting in his malformed appearance.