Has he got in touch with her to tell her what to say to you?
What you need to work out is - are you ever going to trust him again? And if you can't - what kind of life would you have?
If you go, then you are a single parent - hard yes, but done by many many people.
If you stay then you have to try to trust him. Or every time he sets foot out of the house your mind will be going! Every time his mobile pings, your stomach will knot. Every time he is late home from work, or goes out in the evening, or is on the computer.... you will torture yourself.
If you go, you are free. If you stay you have a miserable life of torturing yourself with the above - unless you find a way to trust him again.
I would suggest you make no decision straight away. You need time to digest all this, and to decide what you want.
Now that may mean asking him to leave temporarily, while you get your head round all this.
But whatever you decide, make no mistake about it - he should bend over backwards for you! Should do anything you want and need to help you through this.
If he turns it back on you, or just wants you to forget about it - then imo, that more than the affair itself, would be reason to go and never look back.