Why did he lead me on?

I feel so lead on by the guy I started to fall for. HE kissed me first, HE gave me his number, HE made the first move each time, HE asked if I wanted to meet up. He told me he had feelings for me but doesn't know what to think. A week after saying he has feelings for me he tells me I'm attractive and a lovely person but something doesn't feel 100%. Was he playing me? He suffers depression but he didn't have to mess with my feelings like that. I told him he should have felt he could be honest with me and I accepted nothing would happen between us.
Why did he lead me on?
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