There is no magic formula for avoid potential hurt, however you can minimize his potential distress by:

1. Dealing with the situation sooner rather than later, as longer investments of time in a relationship tend to make clean breaks more difficult.

2. If he is insecure, don't make the break about him (even if it is) this tends to prompt the 'i'll change response'. It is better to indicate (if asked) that you need an opportunity to focus on your health and well being in a singular sense

3. Finally it is not advisable to continue the relationship in a friendship mode as this often sends a mixed message to people who are insecure.

Mike

Mikes advice is good, but avoid "its not you" speeches, also ask his feelings after you tell him, avoid raising your voice if poss and if you don't know this guy well, do it in a quiet but public place. Above all, leave no doubt!

Hi there, if you haven't been serious with the person
just explain you are newly divorced and don't wish to get in to anything right now . And don't go back to that person.Otherwise you'll be back where you started from.
Believe me I know!!!!!!

Just tell him it is too soon to be serious. That you need some alone time.
It sounds like he is very needy and you don't need that right now. Good luck