Hey I think it's perfectly normal so I wouldn't worry and if you do decide to "confess" it to him then that's your choice.
In the early days of going to see my therapist I really liked him but realised that in actual fact what goes on in that relationship is like a tiny microcosm of your other relationships and what I most liked about him was the fact that he was "there" for me, supported me, liked me, was non-judgemental and kind - all the things I felt I was missing in my life at that point and at times since. Now I still like him but not in a romantic way at all.
I was only reading stuff on transference and counter-transference (which I think is when the feelings are coming the other way) the other week and it's all very normal. After all, you share some pretty intimate and personal stuff with this person so somewhere along the line feelings can get mixed up.
Obviously if he's a proper therapist he will be bound be a strict code of ethics that will prohibit him doing anything improper so nothings going to come of it.
Personally I'd keep quiet about it and stop looking at him that way (if you can) or try and see what about the situation is familiar to you or reminds you of other interactions.
Depending on how long you've been going to see him you may, or may not feel comfortable talking to him about it.
Hope that helps.......