No orgasm

Connie
Hello...! 
Is it normal for 1 not to get an orgasm during sex? But when i masturbate i get one and it feels so good. My boyfriend gets jealous that i always get an orgasm when i musturbate but dnt get one with him.... He feels like i dnt love him anymore because he cant give me an orgasm.... What can i do to make him feel wanted cs i love this man.
Ladies help me out im now starting to get scared he might cheat on me