Need to pee while having sex?

Ok so when me and my bf are having sex in the missionary position, the whole time I feel like I have to pee. I went pee before we had sex and I still felt the same urge to pee. Is it normal to constantly need to pee when doing missionary? Is there a way to make it stop or am I just gonna have to adjust and not have sex missionary anymore? Is something else wrong with me? Need some advice.