Doggy style allows for very deep penetration. Maybe his penis is pushing against your cervix. This is often painful.

i have the same problem in that position, and when my b/f put my legs on his shoulders. i kinda enjoy it in a way, but if you dont tell him to be gentle with you.
i was watching a pron and they was talking about how the guys try to angle themselves a certain way so they dont hurt the women they sleep with.
but tell him to be gentle with you in that position. i thought this happens with stressed positions. like another position in standing up but bending over.