An upsetting conversation with a co-worker

I have been very I'll the last couple of days, my period has been so bad and I have been throwing up due to pain. Here is a conversation I had with a new co-worker:
Him: how's the baby?
Me: I'm not pregnant
Him: yeah yeah whatever
Me: no, I am not pregnant
Him: what about all this morning sickness?
Me: I couldn't be less pregnant if I tried
Him: yeah, how's that then?
Me: I have my period
Him: well you hear about these people who have periods and are also pregnant
Me: not me
Him: i'm going to spread around work that you are pregnant
Me: please don't, I'm not pregnant
Him: *laughs*
Me: I am not pregnant and I have medical condition and so I might never be able to have kids
Him: what never?
Me: possibly
Him: oh, I won't spread that you are pregnant then
Me: please don't

I walk off in near tears. What part of I not pregnant did he not get? He only started work last week. It's upsetting to have to have that conversation with anyone, let alone an ignorant guy I hardly know!