Do I have to give up our friendship in order to protect myself?

I'm friends with this guy and there is a lot of obvious sexual tension between us. On my end, I also have emotional feelings. I know he cares about me and he won't actually try to have sex with me because he has no intentions on pursuing anything serious with me. He wouldn't try to use me when he can't give me what I really want. I appreciate that, but it still hurts to be close to him. And it seems like he can't resist flirting with me. It makes it hard to move on

He's been a great and supportive friend but I feel heartbroken every other day because I want to be with him so badly. I am a very sensitive person who is prone to depression and it's affecting me a lot. Do I have to give up our friendship for my own good? It will be quite awkward because we work together.
Take a break from him
Give up the friendship completely
Stay friends and hide the feelings
Talk to him about it
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Do I have to give up our friendship in order to protect myself?
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