I got rejected from MSc program, should I tell my supervisor about the decision? I was sure my application was going to get accepted but unfortunately, it wasnt.Should I email my research supervisor to explain to him that I will not be his future student? Is there a way that he could fight for me?

Added information in comment:

To be honest, my supervisor received an email from the committee asking him why they should accept me. I am 100% sure he forgot to send them the letter explaining why he wants me as a MSc student. Otherwise, they are unreasonable for rejecting because we already formulated the research proposal etc. How can I email my supervisor about this?
Yes, email him and explain and ask if there's anything he can do. The answer might be 'unfortunately not', but what if it isn't?

A very similar thing happened to a friend of mine (paraphrasing from an old email here). She was in touch with a supervisor she really wanted for a master's degree, and applied to the program. One of her reference-letter writers messed up the online submission form by uploading a letter but not clicking 'submit'. The application was incomplete, and Friend of Mine received a letter of rejection. She wrote to Prospective Supervisor and asked what could be done. Prospective Supervisor wrote back unaware that Friend of Mine had received a rejection letter and said she'd go talk to the committee about the incomplete application. She argued for putting Friend of Mine on the waitlist, and the committee agreed. A sufficient number of people turned down the program in question that Friend of Mine got in...and ended up doing both the master's and a Ph.D. program with Prospective Supervisor.

It's not going to happen like that everywhere. Each department, school, country is a bit different, and admissions committees vary widely in terms of how much input a separate faculty member can have. But you never know.