You can say it gently but if he has feelings for you it will hurt regardless, I'd say be affirming of him but clear with your boundaries. From the opposite POV, it freaking sucks to always be seen as a friend. You start to feel worthless. Asserting your boundaries really means only you get what you want. It definitely hurts to be friends with someone who's rejection reminds you that you're unattractive. I know I'm appreciated as a friend but I want to be seen as more, who exactly do I have to be to be desirable? I am friends with women though because I can appreciate that, it's just a bit harder when she's the kind of person you're attracted to.