Are my relationship problems all in my head?

I've heard and seen evidence of situations where people (often women) seem to create conflict where otherwise there would be none. I feel like there is a great distance growing between me and my fiance and it's tearing me apart. We've stopped having regularly (we went from once a day to once a month!) because he "doesn't feel like it". Even our kisses seem different to me. Like superficial little pecks. Everything is starting to feel like we're pretending. I'm really broken up about it and I cry once or twice a day but when I bring it up to him he is shocked and says over and over that he doesn't see anything wrong with our relationship that he thinks we're just fine. It is sort of making me feel like I'm mentally unbalanced or something. I am having such strong emotions and receiveing these really painful vibes and he doesn't even notice? Is it possible that I'm really creating everything in my head? Or is there some reason why he would deny all of this?