I wouldn't fuck him so he left me

Yep :) he spent a bunch of money on me, took me on some dates. Was so sweet and last night we fooled around I had a great time but when it came down to it he got mad and left because I wouldn't fuck and now we're done and he said he has feelings for someone else. I'm having a mental breakdown. Please help somehow. Ease my conscious. I feel like there's something wrong with me.