Hi sad and lonely
I'm afraid to say this, but he did the right thing. I applaud this man, his strength to do the right thing and his final decision. You two should not have started this fooling around debacle in the first place (You should not have led him on, either end your marriage and go to him or stay in your marriage and forget about him).
Suffice to say, you have not lost everything and the situation could have been much much much much much much much worse!!! If i were you (Instead of whining about being sad and lonely) I would count my lucky stars that A. Your husband has not found out about the third person. B. Your relationship with this man ended sooner rather than later. C. You still have a chance to decide whether you want to continue pursuing your marriage, repair it and make it better or end everything and look for some one else.
Take it as a lesson for the future and move on...
Don't cry, don't regret and don't blame
Weak find the whip, willing find freedom
Towards the sun, carry your name
In warm hands you are given
Ask the wind for the way
Uncertainty's gone, your path will unravel
Accept all as it is and do not blame
God or the Devil
~Born to Live - Mavrik~