He didn't just sleep with her though, did he? He gave her his number. I can see that might be difficult for him once they'd spent the night together, but he could have given the wrong number, explained about you, blocked her... He didn't, did he? To me, that means he intended to continue with it.
OP, in my experience it eats you alive, this kind of thing. I found it impossible to get over.
I certainly wouldn't be planning a baby with someone where I'd just found that out.