what you are feeling is insecurity because of emotions that he had for his ex that you feel are deeper than the emotions he has for you and this is normal. talk to him about it and ask him if he still feels closer to her than he does to you. call him out about the comment and get to the bottom of it.
There is nothing to be jealous about...if she was his bestfriend then theres nothing you can do about it...just keep quiet and dont comment on it either..just take it smoothly and let the days and years to fade that thought away...
Just be good to him and do what it is that is right for u to do and to him...and move on.
No its not it is normal to feel this way, You just have to keep trusting him and build a strong friendship with him also.