hooking up

So there's this guy that I really like and we hooked up and he wanted me to have sex with him (it would be my first time) but not his. I told him I didn't feel comfortable cuz he stil had a gf. I knew he had a gf before I hooked up with him but he told me not to worry about her and that he would break up with her. So, after I left his house I texted him that I wished I was still with him and then he said why? I said cuz I had a good time and I asked him if he didn't and he was like "no it's not that it's just I don't think I want to do it again" because "he was thinking of his gf" and he didn't know that I had feelings and wanted a relationship, but it was clearly obvious I did. this is the second time he hurt me and I'm really upset because I thought he was going to break up with her, since they don't get along and ask me about. But I was wrong. I stopped talking to him but I keep thinking of him because I had a lot of firsts with him. I don't want to let him go but I feel I should. What should I do? Tell his Gf?