I went through something similar when my son was 3 years old and had found that such a young age, even 5 years old, children do not know how to identify what they are feeling. (Heck, most adults can't sort out their feelings.)
So, not discounting the comments about if your 'son seems fine' but young kids don't usually have the vocabulary and the full understanding of what is going on in their daily life.
When my mom's dog, 'Woof,' passed away my mom asked us not to say anything to our son and that she would handle it. A week later my son came to me and asked if 'Woof' had made grandma angry and if that is why they had gotten rid of 'Woof.' My son also asked me repeatedly when 'Woof,' was coming back.
Anyway, back to our dog, I talked to MANY people; child psychologists, teachers, regular parents, etc, when our dog was sick. Your child is just grasping that other's exist outside of his immediate awareness.
This was my son's first experience with death and honestly it will help set the framework for how he is able to deal for the rest of his life. (I know how that might sound but what happens to us as children truly creates who we become.)
Some books that were great, and we still have them in my son's bookshelf so that he can look at them even now.
"I'll Always Love You" by Hans Wilhelm (Awesome)
"Lifetimes: The Beautiful Way to Explain Death to Children" by Bryan Mellonie & Robert Ingpen
"When Dinosaurs Die; A Guide to Understanding Death" by Laurie Krasny Brown
"The Tenth Good Thing About Barney" by Judith Viorst.
"When a Pet Dies" by Fred Rogers (i.e. Mr Rogers Neighborbood)
Good Luck
