Feeling unattractive

Ok so here is my whole story. I was picked on a lot as a young girl and never really felt good about my looks. Then I met a man who made me feel differently about it. He knew I had a lot of self esteem issues and he helped me with a lot of them. I was starting to do pretty good, yet still working on some things. Then we were talking one day and he ended up saying that he isn't afraid to tell me that he finds a lot of other woman more attractive then me. That hurt. I am afraid to say anything cause of how much we both had to work at this. However since then I am falling back into those negative thoughts. I need some advice on how to tell him that hurt without sounding like I'm needing a pity party. I'm not like that but I still have feelings to.