When is your session with him SoAn?
From what you've said, it sounds more like he made a mistake in revealing his attraction to you and maybe he realised that after the event. He's in training after all. But it sounds like you have made a decision to end therapy with him, based on your instincts and this is probably a good thing. Maybe he's not ready as a therapist to go through this with you or perhaps you don't feel ready yourself. What sort of therapy does he practice?
I have a similar experience and decided to stay with the same therapist to see it through. I'm happy to chat over PM if you would like.