Are you drinking or getting drunk before having sex? Heavy drinking/getting drunk very often inhibits sexual activities - i.e. able to maintain erection but cant ejaculate/climax. If this is the case I would suggest you not partake in heavy drinking/getting drunk prior to having sex.

Also, sometimes medications play a role in sexual performance. This coupled with alcohol may affect your sexual performance negatively. You may want to talk to your doctor about this.

Also, sometimes condoms play a role. Some are thicker than others thus having you feel little sensation. You might want to change brands etc.

You might also consider abstaining from masterbating for about a week and lightening your hold during masterbating. I read a article where it was mentioned that sometimes a guy holds too tight during masterbating and then has issues in obtaining climax during intercourse.

If all else fails you may want to consult an urologist.

Also you should discuss this with your significant other seeing as you mentioned that she feels it's her fault. There's nothing to be embarrassed about - talking about sexual issues is part of a healthy relationship.