confused

Hello. I'm not sure what to do. Recently I found my fiance cheating. Although he said it wasn't cheating because they didn't have sex they only tested and talked on the phone. I find that worse because it Is emotional cheating. This person was surposed to be my friend. It all started by her telling him that he looked sexy. He claims to me that he doesn't like her that he just liked the ego boost he got from talking to her. But I feel like I'm in denial by believeing him. This has been going on for two years. Could it all be a ego trip. Or am I still being played. Two years seems very long. What should I do :-(
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