On Chapter 5 of the story Of Mice and Men, by John Steinbeck, we witness how Lennie accidentally kills Curley's wife and leaves her partly-covered body over the the hay. The first characters to witness the situation are Candy and George.
We can tell from the reactions of both men (both yelled "Oh, Jesus Christ!") how terrified they are. We can sense from Candy the frustration of seeing his dream of living one day with Lennie and George just dissipate. We can also clearly sense George's panic when he realizes that Lennie had to be the one who killed the woman. Both men, however, blame Curley's wife. After all, she would always be looking around for some kind of trouble in the farm.
Yet, although we can clearly detect the reactions and emotions of Candy and George, it is nearly impossible to really know what was going through Curley's head regarding his wife.
All that the story tells us is that he joined the men, and all of a sudden came out of what seems to be a momentary state of shock:
Curley came suddenly to life
Aside from this, all we get is Curley's immediate reaction of hatred towards Lennie, whom he suspected of right away, and the desire that he had to shoot him. The rage that we sense from Curley's character towards Lennie is ten times more evident than any mourning or sadness that he may have felt for his wife.
Therefore, we can conclude that Curley's mind and energy were totally geared towards his hatred for Lennie, much more so than towards love for his wife. For all we know, Curley may have cared less, and used the situation as a long-awaited excuse to get rid of Lennie.