There's a chance, but you won't really know until you do a pregnancy test. Next time, if you don't want to use lube, maybe keep some emergency contraceptives around like plan B or the morning after
Any discharge from the penis could lead to a pregnancy, though it isn't likely. If you haven't already, express your concerns with him and let him know that what he did was NOT okay. I'd also get a cheap dollar store pregnancy test; they are very accurate. And invest in a lubricant, if you're planning on doing that, again.