Infidelity represents the death of trust. While it may be possible to rebuild love after infidelity, I'm not sure you can rebuild the trust on which that love is built.
Sure, the easy answer would be to say no, don't confess to an indiscretion she never found out about. But I think eventually I'd have to say something. If my feelings were truly real for the woman, at a deeper level my knowledge of what I'd done would diminish, or make a mockery of what our relationship was about to me. Would a confession absolve that? Who knows? (and at that point it could fairly be asked if the confession was for me or for her?) But I'd definitely know that I'd taken something, some purity, from what we had. No momentary thrill would be worth that price, I'd think.