Attention therapists?

I've been seeing my therapist for over a year and I really admire and respect him. I think he's helped me a lot. My problem is that I seem to think about him a lot - not in a ual way because I'm not particularly attracted to him, but more in a imaginary / romantic sort of way. It's not like I really think anything would ever happen or would even want it to happen (we're both married) and I suspect I daydream like this because he does give me some sense of comfort and reurance when I am anxious or depressed. I would like to talk to him about this and explore where these thoughts are coming from and learn from it, but I'm mortified to bring it up....any suggestions?