Other way around. Marie was skeptical with Hank's "seen it a thousand times before" explanation involving infidelity. Marie stated that she thinks if Walt were simply cheating on Skyler, then Skyler would've told her by now (then).
But yeah, Hank doesn't suspect Walt just yet; he's too busy looking for someone he feels fits the mold that supposedly all meth suppliers and dealers do. He will get to Walt soon enough though.
XI Wiki



