If you do love him, tell him you do, and ask him why he said that. Though a reason may be because he wanted you to say otherwise as quickly as he told you that, and it's his way of testing your love for him.
If he's insistent on you not loving him, tell him you know the truth in your heart even if he won't accept it into his.
However, if you really don't love him, it wouldn't be best to lie and say you do. Though, you can still ask him what reason does he have to state that.
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