Thanks for your question.
I can certainly understand your concerns about telling your fiance, especially if you know that he is already insecure to begin with. To a large extent it sounds like the truth really was that it didn't mean anything, and that you didn't plan or want that to happen. It seems like you can tell him that, and you will have been honest. Whether or not your fiance believes that is largely going to come down to trust, which may be very difficult for him. Unfortunatelyt is possible that telling him will damage your relationship, but it is also possible that not telling him will damage your relationship. If you feel like you are going to have a hard time keeping this from him, it may be better for him to hear it now rather than wait until further down the line when your relationship is even more solidified where it can cause even more problems.
It's a tough position to be in, and there may not be a perfect solution, but if your instincts are leaning more towards telling him I think that is an important thing to listen to. You have to live with your conscience, and if you are already feeling bad it is usually best to be honest. If you feel like it would do more harm then good to tell him, then I think many people would understand that perspective as well. Either way, if there is a risk of him finding out from someone else, it would always be best for him to hear it from you first.
It sounds like you didn't mean any harm, and if you do decide to tell him hopefully he will see that you are just as dedicated to him and your relationship as you've ever been. I certainly wish you the best with all of this and if there's anything else I can do to help please let me know.