Well, sexyinaf, you said it yourself. It was jealousy which broke the bond of a strong relationship. Not something your friend did.
Heed Cia's advice, and particularly where she points out that this is something you have to deal with yourself.
I have a different viewpoint to Ashi and Irritable in that I believe any friendship is valuable and the stronger that friendship the more valuable.
Sometimes it's called bonding, sometimes soul mates, with the potential to be absolutely a true relationship which can last through a lifetime.
If you feel you won't be able to control your jealousy in a situation where your physical attraction can't be returned then, yes, I think you shouldn't allow yourself to get too close. That would be sad though because you're limiting your options for friendship.
It's extraordinarily hard to separate the physical from other aspects of friendship and love but isn't keeping a true friend more important than some sex?
You can choose who you love. Every single person who loves someone who doesn't return that love has to face that, and most come to terms with it in some way.