It depends - there is never a set answer to a dreams interpretation. How did you feel? Who was he cheating with? What else was happening in the dream? What were you doing in the dream?
It could be about your anxiety about your parents relationship.
It could be about rivally between you and your mother for your Dad's affection.
It could be telling you something about you and your Dad's relationship and how much (or little) you trust him.
The one thing it is least likely to mean is that your Dad is actually cheating on your Mom.