Still having an affair? As in you knew about it before and are still with him?
It's a good bet that he's not going to change his ways, so you need to decide if you want to continue living with this. You've brought it up here, so it obviously bothers you. Enough to make a change?
You're the only one who can answer this question. I can only suggest what I'd do, which is kick him to the curb and let him be her problem from now on.
If you know he is then you have two choices, Go around with your eyes closed and pretend you dont know. This comes at a price for your self esteem and your relationship. Or you could get strong for your sake no matter how much the heartache and dump him. This way you will keep your self esteem and mental health. If you know he is, and he is aware you know, dont you deserve someone who will treat you so much better?