Have done anything wrong?

You can't help who you are attracted to but you can stop yourself from taking things any further. I'm sure you feel you would succumb in part because you are feeling so bad after having a bad 6 months and this man makes you feel good. Put those feelings and thoughts about him way back in your head and remember he is married and a colleague and if you did let things go any further it would ultimately make things worse. He would be cheating on his wife and you would feel bad because you are the "other woman". Nothing good could come from this. You are currently not breaking any moral code but you are getting dangerously close...continue to do the right thing and don't have inappropriate conversations with him and keep things on a professional level. If you were not a good person you would have already acted on these feelings. The fact you haven't shows you are decent...continue to be that way.