He cheated

He just left yesterday for two years because he's in the marines. He had come home for winter break and we spent time together. His ex has been bugging him for the past few months and told him to come get his stuff from her house the other day. They ended up having sex. And he says he was going to tell me but didn't until she told everyone in his family. Before he left we had sex and didn't tell me about doing it with his ex until he was already gone. I'm enraged and annoyed at how stupid everything turned out to be. I still care about him but wouldn't mind being alone again- but he suffers from anxiety and drepression. He made a stupid choice. He says how much he regrets it and I'm pissed but I'll just feel heartless if/when I say I'm done. Any ladies with experience. My last bf  tried to cheat on me too and I just couldn't say I cared.