Should I Be Jealous?

The story is this: me, my friend and a few other friends are sitting in a cafe. There are several girls at the next table, one of whom is a friend of an acquaintance. Every time my friend sees her, he is very happy to see her. But this time he said nothing to her. I went out to smoke and came back, everything was normal. But the next day one of the girls at the other table wrote to me (she is familiar to me) and told me that when I went out my friend immediately greeted her and started asking her how you were, what you were doing, etc. It was not exactly jealousy. I feel kind of ashamed and humiliated by this. Should it be so? What do you think? Please share, because I don't know whether to tell him at all what my acquaintance wrote to me or to keep quiet and pretend that nothing happened.