Allah Most High says, “Do not marry unbelieving women until they believe […] And do not marry (your women) to unbelievers until they believe.” [Quran 2:221]
It is clear that Allah has not made it permissible for Muslims to marry non-Muslims, though there is an exception for Muslim men to marry women from the People of the Book (i.e. Jews and Christians). Hanafi scholars have pointed out that even this exception is in many cases disliked or even sinful if one cannot be sure that it will not influence one’s religious devotion or beliefs, or that of one’s children.
Among the many wisdoms of this ruling is the preservation of the religion of Islam and prevention of harm to one’s religious foundation. This ruling is an insight into the importance of the sacred trust one undertakes by marrying, having children, and raising them to be obedient God-conscious servants.
In terms of consequence, one’s marriage would not be valid if they married one other than whom Allah has permitted for them, and therefore the man and woman would be considered to be living outside of wedlock.
Muslims should guard their personal interactions according to the teachings of Islam. If a Muslim gets himself or herself in a situation where they desperately want to marry one with whom marriage is not permissible, they should immediately pull away and speak to a scholar.
The scholar should be able to evaluate the situation and determine which of the two options is more suitable: (1) proposing the idea to the non-Muslim to study Islam and adopt the faith so that there can be a valid marriage or (2) asking the couple to leave the relationship altogether.
It will no doubt take one time to heal if strong feelings had developed, but no one leaves something for the sake of Allah except that He rewards them and replaces their loss with something better for them. Allah Most High says, “And those who strive for Us – We will surely guide them to Our ways. And indeed, Allah is with the doers of good.” [Quran 29:69]
And Allah knows best.