That happened to me before. It sucks. It really sucks. It broke my heart and I swear there is still a small hole in it somewhere that's not completely healed.
He was my workout buddy and we saw each other at least two-three times a week, depending our training schedule. We would hang and go to movies or restaurants and sometimes he would stay over at my place. This went on for about two years. He was (and still is) extremely good looking and totally a hottie. I dunno why I never disclosed my sexuality to him or my feelings for him. I guess I was afraid of him rejecting me, or losing him as a friend. There has been times that I swear he might have feelings for me too, just from the ways that he would look at me or some physical interactions that we'd have. Eventually he moved back home to the south and I haven't seen him for 8 years now. He's still on my facebook and we'd contact each other on it sometimes, but there would be days that I would just miss him like crazy. I was totally devastated when he left, and seeing his status on FB that he's dating this chick now doesn't make me feel any better. I just wish him all the happiness in the world.
My advice: if you have strong feelings for this guy, you better prepare yourself for some heartache. I'm sorry to tell you this but if he's totally straight, there's no way that there will be a future for you two except for friendship. Don't do it. Don't do it. Don't do it. Cut it off right now before you get seriously hurt man.