He did not say that to hurt you.
It is good, for a 'boy' to learn that they 'can' express themselves and their feelings...
Don't take it personally.
When my friend's son was 3... she told me he said "I want a new Mommy..." She then said "Oh, what kind of Mommy do you want?" and he replied "I want a Mommy like Johnny's Mommy... a younger Mommy... she's pretty..." (I am Johnny's Mommy. Her son was referring to me, her friend). So then she said, "Oh Okay, I'll call her to come pick up up..." and then he said "NO Mommy, I love you!" It was just a 3 second comment that her son said, and didn't mean. But earlier in the day, my son and her son had a play date. And well I guess he thought I was cool. That is what her son said. But it was not personal. He just had fun that day, with us.
No biggie.
A 3 year old, is not meaning to hurt you on purpose.
But, I would instead, talk with your son. Let him know he can tell you things. Otherwise, he may STOP telling you any of his feelings. Period. Or may get hang ups about what he can or cannot tell you.
Just talk with him, do NOT scold/punish him for it.
He is only 3.
A boy, needs to know they can express themselves.
And he is very special to you.
At this age, a child's 'emotions' are not even fully developed yet. So bear that in mind.
They don't fully understand, the abstraction of it, the innuendos, or the implications of it.
Kids, young or old, need to know they can express themselves, to their Mom.
Because only she, should be their soft place to fall, for anything.
all the best,
Susan