I like this guy who say he likes me back but does not want to be in a relationship (because he's going away sooner or later) and this has going for months after we talk it out. I really like him and what should I do ?

You listen to what he says;he doesn't want to be in a relationship as he's going away.

Some things don't happen,even though we wish for them.

I know in the back of my head that this situation is difficult as we both don't believe in long distance relationship. He says he does not want to hurt me but either way I hurt. This is getting really difficult for me since I'm not able to let go, even though I know it's impossible and he's the only one so far that I'm most comfortable with. I'm getting really curious if he has feelings for me or maybe not ?

Only he can answer that question.

Yes,so you hurt either way,but I'm guessing you'd hurt a lot more if you were in a relationship and then broke up.

He may have some feelings, but not enough to take a chance on you, and they are obviously not as strong as your feelings for him.

He is trying to let you down easy, now do your part, and leave him alone.