Why is it that me and my boyfriend have sex he always say that he ejaculated and I know that he didn't please answer why can't he cause he is ashamed to say.

There could be many reasons for this. He could have a physical problem or a psychological one or both. Since he's ashamed to tell you what is going on, the thing to do is make him comfortable talking about it.

Shame is a heavy burden, and sex is a touchy subject. So don't let tension build up between you about this. Keep it low key and keep it safe for his emotional needs.

To help him, I would find out:
How important is this to you? To him?
Does he ejaculate ever, say in masturbation?
Does he enjoy sex with you?
Do you enjoy sex with him?
Is your sexual experience with each other satisfying, or are there hangups and frustrations? For example, does he want to do things that you don't want to do, and he's frustrated.
How good is your communication with each other outside of this subject?
Do you feel secure enough in the relationship to be the one who gets him out of his shell regarding talking about this sort of thing?

why is it that me and my boyfriend have sex he always say that he ejaculated and i know that he didn't please answer why can't he cause he is ashamed to say.

How do you know that he didn't?

I know when a man has ejaculated and he don't plus he is not the first man that I have had sex with and also another person who he has slept with says that she notice the same thing and he just says that he is saving some for later

Not all guys shoot gallons of sperm 10 miles into the air when they ejaculate. Some men only have a 'dribble' barely noticeable but it still does the job :)

It is possible that he has a long recovery period after orgasm which affects his ability to get or maintain an erection soon after sex. Or, he may be practicing Tantra Sex.