How do I get my boy not to pee or poop in his underwear?

My boy will potty all day in the potty if he has no underwear ! but when he puts the underwear on he will come to me and say he pee in his underwear.  He will go on his own and tell me when he is done. He is 3 I tried boxer and regular underwear . can some one tell me what to do.

He has character underwear, when he pee on him self he feels bad! it's almost like if he has something near his skin he can't tell he has to go and when he does feel it , its to late almost like when he wears pullups and he thinks it a diaper.