How do I break up with my fiance that I'm cheating on?

I got with my boyfriend when I was 19 and we are going on our 3rd year. I recently cheated on him and out of guilt I told him what happened. I expected him to leave me but he did the opposite, he was crushed but said we can get through it together and then he asked me to marry him. I was caught up in the moment and said yes. He never did anything wrong and never hurt me. I am still seeing the guy I cheated on him with and I don’t know how to break up with him without hurting him…again.