Note how the guy acts around you. Ask yourself if his behavior is flirtatious or just friendly. If he makes excuses to touch you, such as brushing your hair away from your face or grabbing you by the hand to show you something, there is a chance he has a crush on you. Does he get in play fights with you? Does he blush when he talks to you? Does he send you a lot of unnecessary text messages? If so, he may have feelings for you.
Investigate the guy's personality to determine if his behavior is normal or signifies romantic feelings. Ask his friends if he is naturally flirtatious with everybody or if he only flirts with girls he likes. Ask if he is shy and perhaps afraid of telling a girl he likes her. Check to see if he already has a girlfriend, which may be why he says he doesn't like you. Use this information to help you determine if he honestly doesn't like you or if he is just trying to hide his true feelings.
Talk to the guy directly and give him another chance to admit his true feelings. Tell him you are confused because his behavior does not fit with his words. If he reiterates that he does not like you, it is best to take him at his word. It is unlikely that he will repeatedly lie to you about his true feelings. After asking him a second time, assume he is telling the truth and move on.