Hello Annjur
I am going to try and be as simple and straight toward as possible yet am going to try and base my answer on scripture as well.
I am assuming the final destination of your relationship with the Muslim guy is marriage. Your situation is not unique. It has happened even in the Bible. Its not wrong to fall in love with someone else but according to the Bible but it is NOT acceptable in the christian faith for a christian to be in a relationship with an unbeliever. Throughout the old testament it has been law for Gods people (the Israelites as at then) to pick a spouse only from the tribe of Israel- among God's people. But I would want to focus more on the new testament since it applies more to us-the church age.
Take a peek at these verses:
A wife is bound by law as long as her husband lives; but if her husband dies, she is at liberty to be married to whom she wishes, only in the Lord.
I Corinthians 7:39 NKJV
Do not be unequally yoked together with unbelievers. For what fellowship has righteousness with lawlessness? And what communion has light with darkness? And what accord has Christ with Belial? Or what part has a believer with an unbeliever?
II Corinthians 6:14-15 NKJV
A yoke is a wooden bar that joins two oxen to each other and to the burden they pull. An “unequally yoked” team has one stronger ox and one weaker, or one taller and one shorter. The weaker or shorter ox would walk more slowly than the taller, stronger one, causing the load to go around in circles. When oxen are unequally yoked, they cannot perform the task set before them. Instead of working together, they are at odds with one another. Paul discouraged them from being in an unequal partnership with unbelievers because believers and unbelievers are opposites, just as light and darkness are opposites. They simply have nothing in common, just as Christ has nothing in common with “Belial,” a Hebrew word meaning “worthlessness” (verse 15).
Consider this: the Bible says the husband is the head of the wife Eph. 5:23. This statement is not only true in Christianity but in almost every other religion and culture. When you finally get married to the Muslim guy who is to say that his position about your faith is not going to change. Are you going to have a Muslim wedding or christian wedding in a church? Are your children going to be Christians or Muslims? Is his Muslim family going to be okay with anything you do? Are your kids going to have Muslim or christian names? Where I come from, most of these decisions if not all are made by the HEAD and the wife is expected to follow his lead. These are just but a few of the numerous problems that can be mentioned.
Take a look at this scripture as well:
For how do you know, O wife, whether you will save your husband? Or how do you know, O husband, whether you will save your wife?
I Corinthians 7:16 NKJV
The same situation arose in the Corinthian church. their argument was that they would lead the unbelieving spouse to salvation after marrying them and this is what Paul by the inspiration of the Holy Spirit wrote to them.
In conclusion, according to the Bible-God's word, it is NOT THE WILL OF GOD that we be in a relationship with unbelievers. If you wish to marry this same guy in the long run, he would have to be a true believer first. Dont get married to him and then try to change him. I would not try to argue with the scriptures because God who knows all things including the future said these things and that makes them true no matter what we think or do. I believe that if you have been led to ask this question concerning your relationship God must be speaking to you about it but you are struggling with what you know is right. I believe without a shadow of doubt that according to the word you should let go of him if he does not want to believe in Jesus. God would make sure someone even better comes your way....afterall every GOOD and PERFECT gift comes from the Father of lights....God bless you so much.