Just friends?

So I've been sleeping with a guy who one of my close friends set me up with. Thing is, her and the guy are really close friends and even though she says she doesn't have feelings for him, I feel so weird about how tight they are and how it could be possible that they spend so much time together but don't have any feelings for each other...I'm just worried about being hurt in this situation cause the guy and I are just casual right now but I'm starting to catch feelings for him. Thoughts?