It depends on what relationship you had.
If you were only dating ... It is not "cheating" to date multiple people at the same time. In fact, in most of the world it is common to have multiple "suitors" at the same time.
Why? Because the whole point of dating is to find out what type of person you want to spend the rest of your life in marriage to. And if you limit yourself to dating one person at a time, that would take too long. >> Americans who think you only date one person at a time, and so limit their experience, are no doubt part of the reason our divorce rate is so high.