Well, he believes it after the Emporer tells him that he killed her in his anger. This explains his obsession with finding Luke at the beginning of ESB. He is so attached to family (his Mother and then his wife), that the idea that he has a son becomes an obsessive fixation for him.
Actually, I saw the movie this weekend..and my first thought was of "Return of the Jedi" when Luke was being electrocuted by the emperor and was pleading to his father..Anikan could not save his mother..could not save his wife..and now his son was screaming for help in front of him..it now makes sense..Lucas could re-edit that in a future money-making dvd re-release..(I know..call triumph the insult dog and have him make fun of me..but I didn't wait outside the theatre before it's opening..I waited until the next week..It wasn't as crowded..;) )...