I know someones secret because of a rumor, should I tell them?

Ok so one day at school this girl named Alyssa told me she knew this girl in our grade that was gay. So then I asked who? Then she said it was this girl named Catherine. Anyway, I haven't told anyone since (obviously it isn't my place to tell it,or hers) Now Alyssa has told 6 more people, and they're telling more people. Meanwhile poor Catherine doesn't know of any of this. I know for a fact it's true that she's gay because she told my friend a long time ago, but she told Alyssa to not tell anyone else. (Obviously she isn't ready to come out) Anyway I was wondering, should I tell Catherine that Alyssa is spreading rumours about her? I don't wanna ruin their friendship, but I don't want Catherine to get hurt either. And I also don't wanna embarrass Catherine or something (although being gay is nothing to be embarrassed about!) because I know. What should I do?