Emotional fidelity is the idea that love and/or emotional intimacy must be kept exclusive between partners. It is usually a tenet of monogamy (where two people remain both physically and emotionally exclusive) and of swingers (where two people remain emotionally exclusive, but not physically).
In other words, emotional fidelity means being in love with one person, and falling in love with another (even in the absence of physical intimacy) can constitute cheating.