Preforming Anxiety during Sex

Has anyone ever had to deal with their S/O and his performance anxiety? Ever so often my guy will get extremely shy and gets all up in his head either right before we get down or sometimes while we are in the act. 
It's becoming harder and harder to deal with only because my feelings are starting to hurt. Say if I dress up in some sexy and I mean sexy lingerie or buy us some couple toys just to keep things interesting and hot. If he's up in his head he'll tell me, " babe I'm nervous". 
I also don't want to put pressure on him because that won't help and if the shoe was on the other foot I wouldn't want him to pressure me. 
Ugh kinda at a lost right now