Well if the ex is from a long time ago I would let it go.
But it sounds like she is recent and you still might have some feelings for her which is understandable. And if that is the case, you partner should have asked you if it would bother you if they dated. If it bothers you enough, go up to your buddy and explain that things between you and your ex might not be completely done with and that you would appreciate if he would lay off for a bit. If he won't, toss him. There are plenty of other bros that can train with you that won't stab you in the back. If all that is bothering you is that she might have had feelings for him when she was with you, I wouldn't dwell on it. Most of the time, I think women are pretty geniune with their feelings towards you. I think you would have been able to tell if she was straying. Hope I'ved helped.