IMO, you should be worried about a male friend. My H had a female friend for awhile - I heard the "just friends" line for quite some time before I had any given proof. A MC told us that friends of the opposite sex are poisonous to the M unless it's a dual friendship (friend of the marriage). My H denied and denied and well, I have confirmation of a PA now.
Also had a friend recently divulge that she is thinking about leaving her H because a frienship with another man entered "not just friends" territory. And she had a platonic friendship with this man for 3 years prior to crossing the boundary! So, IMO, friends of the opposite sex are really affairs waiting to happen.
Read Shirley Glass's "Not Just Friends" - that book was useful to me.
That being said, I wish I could go back in time and Divorce Bust more when my H's affair was only an emerging EA. I came at him with hostily over his friendship and I think we hit a point where he associated me with anger, hostility, and responsibility, and so it made OW more attractive.
Also, conisder hiring a DB coach - the cost is high but the advice has been invaluable to me.