Yes- the both of you should go to the doc and get it all cleared up.
It is not uncommon for couples to pass a UTI back and forth. Guys seem to think it's just a female thing, so they don't get treatment sometimes. So, you gave it to him...he gave it to you...you gave it to him...etc.
Both of you should get it checked out so you can nip this puppy in the bud for good!
Good luck!