Octopi are pretty amazing creatures in other ways as well. Incredibly intelligent, and unusually good mothers for non-mammalian sea animals. The way they mate is like something out of a 19th century courtship, and quite possibly the most polite form of mating in the animal world. (as opposed to a squid, which is one of the most violent things one could imagine).
OK, so I'll tell you...
The male octopus creates a "semen ball" on his own, which he then literally hands to the female for her to do what she needs to do with it.
I can only imagine the thoughts that must now be passing through your minds.