Severe anxiety and depression. To do?

I had been engaged to a guy after seeing him for 6 months. He postponed marriage a month before marriage date and later after 6 mobths cancelled it. I searched and got to know that he got involved with his ex. It's been 3 years. He meets me and says he loves me but can't marry me. Neither he is marrying his ex. First I left him then I forgave him later coz I lived him so much. I love him so much and very much emotionally involved with him. I cannot live without him. But he says he will not marry anyone in life. I want to know the reason but he doesn't say anything. I hate him for what he did to me but I love him too coz he really cared for me. I don't know what to do coz he is not marrying me but I can't leave him also coz I can't live without him. What shall I do? I cry n suffer everyday coz I can't leave him and he is not marrying me either. But I feel he loves me too coz he also is not able to leave me. What to do?