Confused & Shocked

So I made friends with a police officer in my area who is head of the drug task force amongst other decorative positions. I've been somewhat friends with him for a year considering he monitors my housing complex weekly. Prior to him monitoring the complex I noticed he started popping up and random places where I would be. Long story short after exchanging phone numbers due to a issue I had he confided in me through a conversation that he likes me a lot and wants to " help me and my daughter", and "take care of me". This officer is married although he claims not happily. I'm confused and shocked. I never saw this coming and the crazy part is is prior to me knowing all of this I secretly was liking him as well. I don't know what to do going with a married man is completely against my morals and what I would ever want done to me. But at the same time my overthinking brain is worried if I don't accept his advances or at least explore things with him could he potentially make my life *** considering he has the law in some very important people on his side. Please do not judge me for even considering this I just want everybody's opinions please and thank you!