How do I reject close friend who had crush on me for 3 years?

There's this guy I've been pretty close friends with for about 8 years (and I also am best buddies with his younger brother but thats irrelevant)

Now about 3 - 4 years ago I noticed he had a crush on me, he started doing me a lot of favours, often asked if I wanted to watch an anime or movie with him, always wanted to do stuff I want to do and a lot of other stuff which got more advanced...
In one instance my best bud even said 'He has a crush on you!' to which he got flustered and said 'No I don't!' and I was like in the room trying to play along and be like 'Lol nAh he doesn't-'

The thing is, he's pretty kind and all but I never liked him back that way, I always thought of him as a chill brother more than anything (And I also was gaying for my female best friend-)
I very much knew he had a crush on me and so I pretended to be totally oblivious to it because I couldn't bring myself to talk to him about it but at the same time I also felt really guilty for letting him live in that false hope

Fastforward to 2020 and uh he still has a crush on me and tries to make advances which make me feel pretty uncomfy mostly because well...
I have a girlfriend now-
And I'm not sure how to bring that up to him, especially when I don't want to break his heart because he really is a cool person

Soo what should I do?

(And I know the title might be a bit misleading but Idk a better one oof)