Crappy! I think you need to give him the benefit of the doubt, or it will drive you crazy. Don't end your marriage over a phone call, unless you can prove he did what she said. Then maybe see a counselor together.
Did she know his name? Are you able to trace that call? I would call her back! Also, keep an eye on his phone bills. To see if he is always calling a particular number you don't know, and block your number and call to see who answers.
You will know if this starts to happen more often.
Hope it works out!