I'm so depressed

My bf comes over to bring me food and sleep next to me to help me feel better when I have my period. but, he always jokes saying, "I wish I could have sex. I have to find me a good girl. oh boy, I don't want your fish cakes. don't put your butt on me." he says he's joking but, I always feel bad after he says it. mind you, he also tells me, he can never tell when I have it unless I tell him or I look sick. I'm anemic. buuuut, my feelings still hurt. idk what to say to let him know I'm upset with him.