My fiancé and wants anal

So me and my fiancé have been together almost 5 years, we are very in love still and have a great sex life. Probably the past 2 years he’s been begging me to do anal. I have done this a few times, with my 2 ex’s I had really bad painful experiences. And I have tried with him but that was very painful. I am very discouraged. He is nice about it but I know he really wants to and I want to as well. But I am very scared ! I keep telling him I will try, I’ve read lots about it but just getting myself to that point is so hard ! Plus I am a bit self conscious even though I I know he is really attracted to me ! Help lol sorry for the long explanation!