Sad over something I never had

So over the past week my fiancé and I were freaking out. I thought I might be pregnant. We are both in college, so now is not the time for us to have a baby. I had what I thought was implantation spotting only a week after my period had ended. When my period actually started today, only 2 weeks from my last period we were both relieved. However, I'm also sad. I didn't mean to get attached to the idea that I was pregnant. But now that I'm not I just have this empty feeling that I don't know what to do with. He feels nothing but relief and I feel like he would be confused if I told him I was sad.