I confessed and got rejected and now I feel embarrassed

I have been speaking to this guy for more than a month. At first I didn’t think anything of it but he would flirt with me and then I slowly started to develop feelings. One day we started talking about our feelings towards each other and I asked if he had feelings he said yes and then I confessed saying “ I think I have feelings for you too”. After that he just sort of laughed and said he was just trolling and apologised for flirting and said he never had feelings for me like that. He said he wanted to be friends and I said it’s best not too and removed him.

I feel so embarrassed and so stupid for being so gullible. And now all I can think about is him just laughing about me to his friends. I am so embarrassed. What’s worse is that I regret saying we shouldn’t be friends because I miss him and sometimes i hope that he messages me even though he did me so wrong.

How do I get over him and how do I stop feeling so embarrassed?