A colleague has asked me out. I am married. How should i politely refuse?

Me and my husband are in the same company. A colleague of mine who has been messaging me on and off. I thought he was a genuine person but suddenly out of no where he has asked me out. I was taken aback because I thought that every body in the company knows that I am married. How can I deal with this situation without embarrassing yet politely rejecting his proposal.