I feel so embarrassed during sex

Whenever me and my boyfriend have sex it doesn't hurt at all but I feel so much pressure on my bladder that I've actually peed on him a couple of times despite having completely emptied my bladder beforehand. I've never had a child and I never have this problem when I'm pleasuring myself. Is it maybe because he's on the larger side? I'm just very confused and any advice would be very helpful😩😩😩😩😩