Trying for a baby & no luck help!

My husband and I have been trying for a baby for a while now. Last week we tried and again last night. Every time he ejaculates inside of me it seems it’s not staying inside and nothing is happening. I’ve tried to keep my back elevated on a pillow after trying to conceive but nothing seems to work. Is it normal that everything comes out either instantly or within a few hours or should I consult my doctor for help?