Ask him to be honest if he went and/or why he wanted to go, before considering him a liar or cheater. It might not be what you think, however keep your bullshit detector on. There is a good chance the only reason he ends up in a strip club is because his friends drag him into it (one of which could be the unhappy husband, not yours).
I guess it really hinges on your past together, and any indiscretions or attitudes back then that make you think he might be wandering.