I can never orgasm with him :(

I can orgasm by myself if I'm masturbating quite easily but I haven't been able to with my boyfriend? He has tried a bit (rubbing, oral) but i don't get to climax at all and it makes me feel really depressed. I don't want to bug him about it because I'm worried it'll make him feel useless. I love him so much and enjoy having sex with him but I just can't get to the big O with him 😞