Wanting but afraid to orgasm?

Nico • Older than I look & happily in love
When me and my SO have sex, I want to but am afraid to? I get this, I have to pee feeling. And feels really good but I'm afraid that I might actually pee. 
I haven't had an orgasm yet, but that feeling constantly happens and I think I'm close? But not sure. 
Does anyone else get that feeling? And does it lead to an orgasm or...?