How can I tell my boyfriend to be more gentle?

Recently my boyfriend and I have gotten more intimate. Everytime (except for once) when he fingers me I bleed & it gets on his hand. I know its because he's a bit too rough. It does hurt when he does it & I'd really like for it to be, gentle & not to bleed 'cause its embering. We don't really talk about what we like so I don't know how to tell him he's too rough without being awkward..help?