Thank you all for your replies. I decided to tell her without confronting him first. Mostly because I didn't want to give him the chance to weasel out of anything so I have told her. I said I was really sorry but I felt she had a right to know. That I had no idea he was in a relationship, that I would have never got involved if I did. She mostly was a bit shocked, as far as she was concerned everything in their relationship was going well. She cried, understandably. I don't know what she is going to do.

I have then confronted him. Told him what I think of him and told him that I had told her. He got pretty angry but I just walked away.

I feel terrible for her but I think I did the right thing.