Most Helpful Guy
If you're able to move on so fast, you probably never cared much about him in the first place. So tell him and end things once and for all, so that he doesn't have false hopes about getting back with you in the future.
Most Helpful Girl
With just reading the question I voted no, but based on your further explanation I would say yes. Since it has only been three weeks and you were friends before, it is best he hears it from you, especially if you are still talking to him. If you two still talk a lot he will be hurt you haven't told him if he finds out. If not, then you don't need to call him just to tell him that. But either way he will find out eventually.