Im engaged but a made a move on me! Should i tell my fiance? Please Help!?

Im engaged to be married and i love my fiance with all i have, He is very protective of me and would do anything to make me smile and he is the love of my life. One of my pal's have a friend who is a or should i say trans-gender & very butch. When i first found out i was fansinated by it as i grew up in a house that doesn't accept things like that but i am open minded and have a male gay friend. The last 7 months i noticed that she would be looking at me alot and brush past me or just smile at me and she started to freak me out and i stopped talking to her as much for a while after this. I slowly started to talk to her again when i asked her about her job interview she got deep into a convo with me then she came out and told me that she had strong feelings for me & that she wanted me to be with her & leaned in to kiss me, I flipped at her and pushed her away from me and called her a disgusting and told her to stay away from me, now i feel terrible. Its really hard not to be around her as we have mutual friends, its so awkward around her, i keep thinking about it. Deep down i think she is a lovely person & is stunning, she is a very guarded and mysterious person and i feel terrible & a horrible person that i acted like that but i was shocked. She still stares/looks at me, I haven't told my fiance or anyone about this as i feel incredibly embarred by it. Any advice? Thanks