You can acknowledge politely, “I think it’s really sweet and I really appreciate that you find me attractive (are curious in me, etc. ),” but then tell him that you are not interested. You can explain a bit more about your current situation: that you are seeing someone, or are in a complicated relationship, or just don’t feel romantically attracted to him. If you are already friends, validate how much bravery that took for them to tell you. Then maybe explain to him why you are attracted to him as a friend and how important to you is to keep your friendship.