End our friendship?

I thought my very good male friend/coworker had feelings for me but found out that he does not. We work very closely together, he works in a different department but do have to interact on a daily basis. We would always go to lunch together, talk on the phone a few times a day, and hang out after work with other coworkers. We have slept together as recently as a month ago and I do feel a little used by him.

I am very upset because I was sure he had feelings for me but he made it pretty clear that he loves me as a friend only. Should I break off the friendship and only have a work/professional relationship with him from now on? I feel like this is what I need to do so that I can get over the feelings that I have for him. Any thoughts?
End our friendship?
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