I assume you mean he says he will confess because he doesn't want to die.
At the very end of the play, Proctor decides not to confess and tears up the confession he had written out. I think there are three reasons for this:
- His own conscience. He doesn't like the idea of publicly stating that he is a witch. It's okay with him to confess privately, but he doesn't want it put up on the church door.
- His view of his wife as an honest woman. He feels bad lying to save his life when (he says) she is incapable of lying. It makes him feel scummy compared to her.
- His meeting with Rebecca Nurse as she's being taken out to be hanged. She won't lie and that makes him feel scummy once again.
So basically he starts to feel guilty about what he's proposing to do (to lie) and backs out of doing it.