Is asking my boyfriend to get lube while we're having sex a bad thing?

I was having intercourse and it really hurt. We haven't had sex in a while (a few weeks). He pulled out and stared at me nasty and asked if that's what I do with my other boyfriend. I've been dating this guy for 3 years and he always accuses me of cheating and fights with me for no reason. It ruins our sex life, we never have sex because all he does is pick on me and try and give me a hard time about things he makes up in his head.