In my case if I confessed to someone precious to me. And she tells me she loves somebody else. I will feel hurt. But if time has taught me one thing. The sooner you will get rid of her in your mind the better. Its a waste of your precious time to stay in love with her, and you might miss out on somebody better for you if you keep hoping for her. Of course you won't get over her straight away. But I recommend to try to get in touch with some other ladies and look beyond her.
For some people this might be easier said than done which is true but not impossible.