Feels like I need to pee?? TMI

so when my bf and I are having some sexy fun ;), and I start really getting into it, and getting super turned on, it feels like I need to pee, but when he stops to let me go to the bathroom, the feeling goes away. Like today, he was inside of me and his dick was hitting all the spots ;) I was so turned on, and he let me up to go to the bathroom, but he kinda got frustrated because after that He stopped, and wouldn't do anything else. He said it is because my body wants to squirt, but is that true? I'm worried it'll be messy, what can I do? I don't want to interrupt sex again, but I also don't want to make a mess and I dont feel like I can hold it.