Secrets being kept?

Last weekend my boyfriend’s best friend came over with his new girlfriend. His best friend started telling a story and my boyfriend cut him off and said “Well, Mel (me) doesn’t actually know about that” right in front of me and they stopped talking about it… after his friend and his new girlfriend left, I didn’t ask him about it, nor did he try to tell me… I am not too sure what to do or what to think. He has often told me things like “I don’t tell you things I think are going to upset you” and “You have your secrets and I have mine”, which is untrue, because I tell him EVERYTHING. He is a good man, but I feel like there is a lot he is keeping from me.