Depressed after nightmare

Have depression/anxiety/OCD. Felt for the past week like I've been getting better - focusing really hard on self-discipline. Yesterday was a great day, best I've had in about two years.

But last night I had a dream that my SO of 4 years was sleeping with other girls, and when I confronted him he said that he had no idea that I wanted to be exclusive. In reality, we are, and I know he's not seeing anyone else.

Regardless, I woke up really sad and haven't been able to shake it. I feel like whatever hurt happened in my dream also happened in real life and feel really depressed again.

Can't get to the root of why I feel so hurt, and I'm not sure what to do. I also don't want to bring it up to him because I feel like he will think that me mentioning it is my way of implying that this actually may be going on.

Anyone have any advice? Or an explanation for why I feel sad about this?