How to stop coworkers teasing me with a guy I don’t like?

My coworkers constantly tease my friend and I liking each other, I’ve denied liking him but when they tease him he doesn’t say anything and just stays quiet. We’re very close but I’ve started to keep my distance from him cause I don’t want any rumours to spread around, he doesn’t get the clue and keeps wanting to spend time with me. Should I have an upfront talk with him and ask him to be more careful until things cool down? I’m really annoyed by the situation, the last thing I want are rumours about my personal life spreading at my workplace.
How to stop coworkers teasing me with a guy I don’t like?
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