I can't orgasm! :(

I've been with my fiancé for 2 years and and it's the best sex of my life but I still can't orgasm. I've never had an orgasm during sex. I can't let him know, he'd be devastated. :( I've only ever had a cliforal orgasm and it's when I use my vibrator alone. What's wrong with me? Is there anything I can do to help?