I can understand not wanting to mess with a good thing, but also consider that secrets like this have a way of coming out eventually. How would it affect your relationship for him to find out from someone else versus you telling him on your own? Tread carefully, and consider what you know about your husband's personality, but my gut says an honest confession is going to lead to a stronger marriage than comforting lies.
Also consider that he may know already. I was in a relationship with a guy who would very obviously lie about looking at, talking to, and later meeting up with other guys. He's done the same with his boyfriends since, as well. I wouldn't have minded so much if he didn't always deny it, but he seemed utterly incapable to admitting to any fault.