He gets jealous yet we're not together?

Anonymous
So I've been friend with him for a while and a week ago I confused my feelings to him and he said I had the wrong idea about him. Of course i was heart broken but I respected his choice. However I moved on and I started talking to this other guy and suddenly my guy friend gets jealous and gets mad at me for taking to someone else I don't understand him.
He gets jealous yet we're not together?
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