Pain during sex

So every time I have sex with my fiance, after the first few thrusts it hurts like really bad. It literally just feels like there's a wall in the back of my vagina that he's slamming into. It's extremely painful and he honestly thinks I'm having sex with someone else because I never want to with him but I don't want to tell him that it hurts. I don't understand what's going on, does anyone​ know? Or know a solution? (Also s/n he and I had a break and I had sex with someone else and didn't feel any of the same things)