I totally think that you did the right thing.. To me it sounds as if he was becoming distant from you for a while, and whether or not this coworker of his was to blame, she was there...
They could have just been friends, were they friends before you two were together??? Or after??? He probably was not cheating on you, but he and this girl might have had an emotional attachment or not... you will never know.....
Having jealously issues is difficult, i have some myself about my boyfriend and a coworker... The thing is that jealousy is a healthy part of a relationship, it just sounds like he needed to move on...
Good luck to you!!!