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Adults too can make mistakes. That is human. Since children learn largely by observation (modeling) yes, definitely say something to him. Let him know that you had been surprised by the way he acted angrily and that in turn had made you upset. Explain to him that neither is a good or healthy way to express frustration.
This will teach him that people accept responsibility for their behavior and that you are willing even as an adult to admit an error on your part (which builds trust and respect from the child's perspective)