broke up but he still wants sex

I broke up with my bf about 4 months ago. I still have feelings for him and we have kept being sexual active even after we broke up. However is getting to the point where is hurting me because I know all he wants is sex and I want a relationship. And it makes me feel as if he never cared for me in the first place. Even while we were in the relationship everything used to be that way. I actually never had someone emotionally you're for me. I kept hoping for the best even now I still have a little hope left inside me but now it just hurts too much... Any advices.?