Figure out why he's not interested and then attempt to address his concerns.
Men's concerns tend to be grouped in two classes: hygiene and safety.
If it's hygiene then he's worried about what you as a couple might encounter during anal sex. Most of the time you don't have to worry, provided that you have your fun shortly after the recipient goes to the bathroom. If you're concerned then a small water enema can help make sure things are clean, and a condom is always an option to make cleanup easy, prevent UTIs, and eliminate the risk of any potentially unpleasant reactions your rectum may have to semen.
If it's a safety concern then he's worried about hurting you. Talk over with him how anal can be done safely and comfortably.
There are some other possibilities - for instance he might just not really believe that any woman would like or enjoy anal, and he doesn't want you to "suffer for him". It might also be a cultural/religious aversion.
It's also possible that he'll just never be comfortable with the idea, and if so you might want to explore other anal play options with him.