It's not unusual to ask. If you have a good doctor, and it sounds as if you do. Then you should feel comfortable asking. If he already allows your husband in the room (which some doctors don't even prefer that) then you should feel comfortable in asking your request. It's really not going to be any different than if a woman was having a baby etc.
If you are unsure of what your doctor's response would be, I would first ask the nurse, if she though the doctor would allow such a request. She will give you the heads up or explain why the doctor may not want to etc.
So this really just depends upon what the doctor is comfortable with etc. People are curious etc. that is why you yourself are offered a mirror.
Don't ever be afraid or embarrassed to ever ask anything. The worst thing that could occur is getting the answer no..
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I suggested asking the nurse first due to getting her thoughts on how the doctor would respond to such a request. As she is with him daily and knows him very well. Plus I wasn't sure if you have a good GYN etc. (that was my reasoning on bring the subject up with the nurse) if nothing else, it allows you to get "the feel" for asking.
It may be more appropriate to request this during the "small chat and breast exam" by just simply stating that your husband would be interested in viewing the pelvic exam, so that he has a better understanding as to what actually occurs.
Example: Do you think it would be a problem if my husband views the pelvic exam this time, as he would like to get a better understanding as to what occurs. (or you can fill in the reasoning why your husband prefers this) However you end up wording the request, just keep is short and simple.
If your doctor is OK with this, then he will say Yes or if the answer is No, he should give a reason as to why not. However, I personally don't see a reason why he would say no to this. As he does sound like a professional and there is nothing wrong with this request.
I just talked to someone I use to work with that has been working in a OB/GYN office for several years now. This is a request that some couples do ask. The doctor there does allow it and even explains more in detail of what he is doing. So as you can see, it's not an unusual request.