Feeling guilty (Christian)

Does anyone else who is a Christian ever feel guilty about sex? I've been feeling torn. My boyfriend is not a Christian and we have sex a few times a month, but last night I had a meltdown after we had sex. I know in the Bible it says God does not approve of sex outside of marriage, but I don't understand why. Anyway. If anyone else has ever had the same thoughts please let me know. Any tips or just anything. 
It's hard to stop having sex and controlling the temptation. I have a high sex drive so it's a struggle. 
I know many won't understand this struggle of being torn about sex, and that's totally fine if you're not a believer of God. I respect that so please respect me as well.