Should I tell her that she's being cheated on?

My fiances brother told him the other day that he hasn't been happy with his girlfriend (of almost 10 years) for a few years now. He stated that he's in a relationship with someone else. My fiance said that he should break things off if he's not happy but said it would crush her. I wasn't even supposed to know but my fiance told me anyway. With all his girlfriends mental issues he thinks breaking up would hurt her more then her finding out he's been cheating. She I tell her what I know? Is it nor my business? I would want to know but I don't think she would believe me anyway. it's a sticky situation. I also have a hunch that my mother inlaw knows her oldest son is cheating on his girlfriend but is okay with it because she never liked her anyway. I know it's not my business but I can't sit around the Christmas tree pretending everything is fine. She knows I don't like my fiances brother or he much either but it still sucks knowing what I know.