Love hurts, so does sex...

Lost my virginity 3 weeks ago and every time I have intercourse with my partner it hurts like H.E.L.L. to the extent that he didn't manage to finish and stopped at the middle of sex. went to the Dr. did a variety of medical tests and also an ultrasound, but it shows nothing. What could be possibly wrong with me?

Edit: It even hurted when the doctor was checking the situation out to see where it hurts and used a massive amount of lube, so it can't be lubrication.