Your partner knows that your baby already occupies an important place in your mind, even before he or she is born. He might be genuinely afraid of being put to one side in favour of the baby, and could be jealous before the birth.
It's really important to reassure him on this point if he's worried. If he's experienced sibling rivalry in the past and is scared of feeling the same lack of attention again, or if he simply feels you're not taking enough notice of him, he needs reassurance.