Am I in the wrong?

Okay so me and my ex broke up, it was a mutual thing..and we are still very close , but I am talking to a new guy (not relationship wise, I just have sex with him from time to time) and my ex still get jealous when I tell him about guys , and I feel bad .. (and me and my ex still have sex sometimes) I feel guilty and I dunno why. Am I in the wrong?