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The story is told from the viewpoint of a male swashbuckling type. I would guess the time frame to be late middle ages or thereabouts. The protagonist is recounting his adventures with his best friend, a fellow rake. There is reminiscing about drunken scraps, dashing sword fights, encounters with lusty women, and the like. I seem to remember the story to have a poetry like quality to it. I can't remember if it was actually in poem form, or if it was merely the writing style.
The twist (and scifi connection) to the story comes when the protagonist's friend slips during a sword fight with a couple of rogues, and falls. The friend is mortally wounded in the belly, and the protagonist makes some statement to the effect of "it was then I learned that you were not of this world." The meaning being, the internal organs of the friend were not those of a human.
The protagonist goes on to say he slew the two men they were fighting, so they could not speak of this to anyone. And I believe the protagonist buries his friend in secret, so none would ever learn of the truth. I believe that is the ending of the story.
I am almost 100% sure I read this in an issue of Omni magazine. It would have been very early 1980s when I read the story. I've tried searching a few databases, but my Google-Fu has yet to turn anything up that looks like the story I'm trying to remember.