ummm... I love you too???

My bf and I have been together for almost a month now. Last night he told me that he loved me while we were having sex.... I think it's too early to say it and that having sex is defiantly not the right time to say it for the first time. Am I wrong for feeling that way?

I feel like we are moving way to fast..

like he wants to get married to me and join our families together and have more kids, but he doesn't want me to meet his kids yet and he doesn't want to meet mine yet.

If I tell him how I feel I already know that he will get depressed and doubt himself.

I'm not sure what to do.

I would like to hear your thoughts. If you have been in this situation what did you do? Did it work out between y'all?