There are really only two ways you can approach this, in my opinion:
1. GET PROOF; or
2. ASSUME HE IS LYING.
Blindly assuming he's telling the TRUTH -- in light of what you've already discovered -- would be naive, and asking HIM to be honest with you is fruitless. Remember, "ALL CHEATERS LIE -- PERIOD."
At this point, it is up to HIM to satisfactorily prove to YOU that he's serious about working on the marriage with you, WITHOUT a third person involved.
What are your dealbreakers? Some suggestions might be that he sends OW a no-contact letter, agrees to full transparency with you, and agrees to attend marriage counseling with you, but whatever they are, it needs to be YOUR list.
You're in a good position, with him claiming to want to work on the marriage. But THIS IS THE TIME when you have your maximum opportunity to ask for what you need.
