Am I horrible

for not wanting my fiancè to talk to a woman who, I know for a fact has tried to get with him and sent certain messages to him before we were together? He claims that he just wants to be friends with her but he doesn't understand how it makes me feel. I've seen what she has sent him before and she still tries to talk to him the same way and he doesn't understand that when he talks to her it makes me feel like he doesn't care about my feelings.

Is there any way to make him understand? Has anyone else been through this? Can I make this relationship work even if he continues this?