Pain during sex??? 😓

Soo yea sex feels good and everything but my bf is so much more into than I am. He's always wanting to have sex. One example was when he went to sleep mad early and I didn't sleep until maybe 3 then he wakes me up at 5am just for sex. I don't see him that often so of i say no i just feel awful. Since he always wants to have sex, after a bit it starts hurting ALOT especially when he uses his fingers. I'm not sure how to tell him that it hurts without making him feel bad....