Hi Priya,
If you want to avoid this married man that you have a crush on, you could start coming to the fitness studio at a time that he won’t be there or simply change to another fitness studio.
If you are worried about him getting hurt, you shouldn’t. You should be more worried about helping and protecting yourself.
You are the one who stands the most to lose if you were to fall for him. He is a married man and will always have his wife to go home to.
Meanwhile, you could be left heartbroken and alone.
Your priority should really be to protect yourself first and foremost. Worrying about not hurting him should not be your concern.