The book does not decide, and the text gives reasons for both sides. Myshkin says he loves both of them, with different loves: Nastasya with pity, Aglaya with something nameless; Radomsky concludes that he never loved either of them.
To Rogozhin, the prince says he loves Nastasya "not with love, but with pity," and to Aglaya, on the green bench, he confesses: "That I only feel pity for her, and that I... no longer love her." Even so, he agrees to marry Nastasya in Part Four, because, without him, "she would surely die."
With Aglaya, love is clear in gestures and vague in words. He writes to her, from afar, "I need you, I need you very much"; before her face, he refuses to judge it: "Beauty is hard to judge; I am not ready yet." When Aglaya asks in public whether he is proposing to her, he says yes and that he loves her; but at Darya Alexeyevna's house, when the two of them demand that he choose, he says Nastasya is mad and stays with her.
Radomsky sums it up: "The most likely thing is that you never loved either one of them!" because he measures love by desire. There are two readings: the prince's compassion is a way of not loving, or it is the only form of love he knows. When he hears the accusation, the prince says only that perhaps it is so.