Should I tell my fiance that I slept with someone else when he was in the jail? (This is important)

Anonymous
He was in the jail for two years and he left it without telling me. He went to my house and i freaked out when i saw him because i didn't know he left the jail (this was before a couple months). Now i feel really bad for not telling him about it because i'm afraid he might kill that guy for sleeping with me or maybe he will kill us both. I tried to stop thinking about what i did when i slept with my fiance but that made me realize my mistake, now i can't look at him because of what i did to him, I'm avoiding him and avoid his calls. I want to fix my mistake because i really love him.
Should I tell my fiance that I slept with someone else when he was in the jail? (This is important)
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