No, don't tell UNLESS in your infidelity you contracted an incurable STD and have possibly infected your SO or mate. In this case they will find out anyway. Otherwise, count your blessings, and keep your mouth closed.
You don't tell because not everyone is willing to forgive or forget infidelity particularly in marriage. And I don't think you get that close where it's okay to tell everything to your partner. It might be best to keep your improprieties to yourself. If you can't work them out then perhaps you should consider leaving the relationship rather than putting your partner at risk.