Please by all means let her know. Have a talk with her. Just tell her that you were trying to protect her by not telling and that you were also somewhat living in denial yourself and was waiting for more "proof" in order to be sure before you told her. You might be surprised. She too may have known or had an inkling of what was going on. Leave it at that unless she wants to say more. You too are hurt by this and, I don't know what age you are but, are probably living with your own unjustified guilt. Give it time then she will realize that he is not coming home.
Hope I helped :)