Help!?

I could honestly use some great advice. My boyfriend and I have been dating for 5 months have had sex several times. Recently we both decided to wait until we're married because we know for a fact we are going to marry each other. Well, tonight we gave in and had sex. But when it was over he kept saying that it shouldn't have happened and it won't happene again....should I be worried that he didn't feel a connection anymore because of him saying that? Or am I just overthinking?