Help!?

So this guy try's to talk to me like every night, he has a girlfriend.
But still he tries to talk to me all the time..
Always sexual etc etc.
Tonight, being Thanksgiving, he posted a pic laying with her ..
I saw it, whatever, it honestly doesn't bother me.
But he just messaged me again..
I'm just floored, and kind of disgusted.
I feel bad for the girl but I don't even know her .. 
What do I do?
I've told him before he shouldn't be talking to me with a gf and he just changes the subject.