Should i stay or should i go?

I me this guy and we talk for almost 1 month now. I must say I like him... i enjoy talking to him and being with him. I’m 25 yrs old and he is 36 yrs old.

Last week, i received a message from his Fiance...... i was shocked because i wasn’t aware that he is already engaged... i was so angry with him.

He wants me to stay..... my mind tells me that i should go but my heart tells me “somehow” i should stay... :(

Please give me an advice.