Should I dump him?

Feelings, while ususally true, are not infallible. I would not dump your boyfriend without proof. Sooner or later, it always comes out. Have you tried the direct approach...asking him? If you have been with him long enough, you should be able to tell if he is lying. Is he seeing you less than he used to? Is he working late more and on a regular basis? Does he smell of someone else's perfume? There are many "signs" but some of them apply only if you live together. When in doubt, you can always discreetly follow him. It is hard to take any action when you are in doubt and have no proof; after all, you don't want to end a good relationship if he isn't cheating. Good luck!