Confidences during sex

My boyfriend and I have been together a little over a month now. Every time we see each other we have sex and it's pretty good. Problem is that I don't feel comfortable enough to be fully naked in front of him. I always have a short on while we're doing it. I've always had a problem with my weight and have no self confidence. I just wish I could feel and be sexy for him. We do talk about it but I'm too scared to tell him that i just don't feel sexy. I've never had this problem with anyone else. I've always been a sexually confident person but when it comes to him, I shrink. I care about him so much but I don't know what to do.