What do I do?

I have feelings for this guy..he went back to work because he's in the military and he knows how i feel about him and he does care about me...but yesterday he told me that he has feelings for this other girl...that he met when he was on duty in kuwait...he said he feels bad that he told this to me but i also feel crush because he knew i wanted to be with him and i cant go to sleep without thinking about him....what should i say to him and what do i do?