Maybe it would help if you tried to have fun while he was out. Meaning, if he leaves, (I'm assuming you live with him though I don't really know) then take advantage of it, have a long bubble bath, invite a girlfriend over and watch movies he won't watch with you, go shopping, whatever makes you happy.
If you focus more on your enjoyment and not his, it might help. You will have to learn to let go

he is allowed to have his fun without you, just like you should have fun without him.
I know what you mean, though. You gotta fight it. Trust me, when you're married it will go away- you'll want him gone every once in a while....