HELP: "My Brother Is Cheating On His Girlfriend, Do I Tell Her?

My brother has been dating his girlfriend for about 2 years now. It's been great because we both have become so close, almost like best friends. It's been very easy because we're about the same age. Lately she has been very moody always complaining about my brother saying he's changing and that she has a feeling he might be cheating on her. I honestly did not bother finding out because i had not seen my brother with anyone else apart from her and i had a feeling she was just blowing things out of proportion like she always did. I always assured her that nothing was going on. That i was his sister, i would know. That was not true because i hadn't even bothered to find out. 
 One day i decided to just use style to ask my brother if there was any other girl, and he joked and said there are always other girls. But i didn't even know whether to take him seriously or not. I never spoke about it with his girlfriend because i knew she would have just started making noise. Until one day i overheard his friends talking about him being with another girl. I didn't know what to do. He's my brother, but then again.. She's my friend. If i tell her, my brother would almost kill me. And if i don't tell her and she finds out i knew, it might ruin our friendship. What should I do?

- Dolapo.