On the season finale of The Bachelor, Arie Luyendyk Jr. was filled with guilt and indecision

The day you get engaged should be a happy one, but on the season finale of The Bachelor, Arie Luyendyk Jr. was filled with guilt and indecision.

“The simple fact is I made a huge mistake,” Luyendyk Jr. tells PEOPLE exclusively in this week’s issue of proposing to Becca Kufrin when he was still in love with runner-up Lauren Burnham. “I made what I thought was a good choice, but my heart wasn’t in it.”

In the days leading up to the finale, Luyendyk Jr. was overwhelmed by the decision to propose, considering he was in love with both of his two remaining women. As the Bachelor, he says he felt compelled to pop the question.

Watch the full episode of PEOPLE Cover Story: The Bachelor’s Arie Luyendyk — ‘It Was All Worth It’, streaming now on PeopleTV. Go to People.com/peopletv, or download the app on your favorite streaming device.

“I felt an immense amount of pressure,” says Luyendyk Jr., 36. “There is a set schedule, and The Bachelor ends on this day, and this is the day to propose. I felt like I needed more time. I wasn’t 100 percent sure.”

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Arie and Lauren
| Credit: Jana Cruder

During his last week with Burnham, “I saw a little bit of doubt,” Luyendyk Jr. explains. “I felt I was further along in my feelings for her than she was for me. Becca was a safer choice for me. I knew Becca would never leave my side. I went with my head and I shut down the feelings I had for Lauren.”

Waking up on the day of the finale, “the wheels were in motion and I didn’t want to let anyone down,” he adds. “I tried to think logically.”

Becca and Arie
| Credit: ABC

When Burnham, 26, walked up to him, “she looked beautiful and I knew I was going to have to say goodbye,” he says. “She gave this speech and it just killed me. I really shut down emotionally to get through it because I knew I had this proposal ahead of me.”

| Credit: Paul Hebert/ABC
  • For more on Arie and Lauren, pick up this week’s issue of PEOPLE, on stands Friday

For her part, Burnham says she was “shocked and confused” by the rejection: “I was 100 percent sure it was me and I was pissed because I thought he had given me signs it was me.”

Ultimately though, “I don’t blame him for his decision,” she says. “He was just doing what he thought made him happy.”

Says Luyendyk Jr.: “It’s so hard as the Bachelor to have to say goodbye to someone you love, and then propose a few hours later. I wanted to be happy, but part of me wasn’t.”

The Bachelor finale as seen on ABC.
Becca Kufrin
| Credit: ABC/WENN

As he faced Kufrin during the proposal, “I didn’t feel the same things I felt for Lauren,” the race car driver and realtor says. “But I felt the enormous pressure and the enormity of the show and production, and I felt I should lead with my head and go through with it.”

Now reconciled with Burnham, Luyendyk Jr. says he doesn’t regret their rocky road to love.

“I’m finally myself again. I feel like a huge weight lifted off my shoulders,” he says. Getting back together with Burnham “changed my life.”