What you are experiencing is common when working in therapy. You are experiencing transference, the transfer of feelings to someone else in a relationship. There are many good links on this site where you can read more about transference.

The best course of action is to bring up your feelings to your therapist and work through them. It is common to have feelings of love or affection for your therapist based on the nature of the work, the relationship, and the fact that they care for you where others in your life may not have. Definitely bring this up with your therapist - you will find out more about yourself, and your professional relationship with your therapist will grow deeper and stronger.