What do you say I don't lead on a guy who I lost interest in after he attempted suicide
Wow  I don't know what to think of that right now. Why would you not lead him on?
I don't want to lead him on if I'm not interested.
It is good that you don't want to lead somebody on especially if they are going through a hard time. It would be rude if you lead him on when you are not interested.
I just want to be honest with him and that he would move on.
That is the right thing to do. Have you been this way about relationships all your life? Just because he has attempted suicide doesn't mean you are obligated to go out with him, this is true.