Boyfriend Has Been Wanting a 3- Way: I'm Insecure

I need advice. My boyfriend has been wanting a 3 way, but I'm very insecure about the subject. My mind automatically goes to "he just wants an excuse to have sex with another female".

Shame. He has never cheated, and never given me a reason to not trust him, he is absolutely wonderful. He just wants to explore our sex life. However, I always think like what if he thinks the other girl is better? what if he wants her more?

I honestly think women are freaking beautiful and wouldn't mind having sex with a woman at all. It's a fantasy of mine.

Any 3-way experience? Any advice?