i'd probably just say that it made me feel uncomfortable if he said it again.

my pdoc has told me i'm pretty a few times, and i know he does not mean it in a "coming on to me" kind of way. rather, he's kind of said it in the context of trying to lift my self esteem a bit? e.g. "you're young, intelligent, employed, pretty, studying towards a further degree etc". so for me there has been no ambiguity.

i dont think you necessarily need to run, just be open about your reaction if he says it again.