Should I be worried about one flea on my dog?

My mom was taking him a bath and she found one flea. He has never had a flea before! What should I do? The poor thing is still itching but I can't find anything. I'm freaking out right now. Its winter so he hasn't really been frolicking in the grass. When I do take him for walks its usually on the streets so I have no idea where this flea came from. If we can't find anymore, is the problem gone? I haven't been itching, so its only him.