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Hello! Please remember that my response is for information only, we are not establishing a therapeutic relationship.
It is easier to feel jealousy than to feel the deep pain that is present from having a father who wasn't there for you emotionally. Jealousy is outwardly focused (like anger) and can put the energy on another source (your fiancee's daughter) rather than focusing on your own feelings.
You probably have a lot of grieving to do with regards XXXXX XXXXX fact that your father wasn't the father that he should have been towards you. Are you familiar with the five stages of grieving? I'll post them here:
1. Denial (This could either be disbelief that your father wasn't a good father, or a disbelief in the effects that it has had on you)
2. Anger: (Can be at you father, God, yourself, another person, etc)
3. Bargaining (If only I had _________ (fill in the blank), then he wouldn't have been like that OR If only he had/hadn't __________, then ________wouldn't have happened)
4. Depression: Sadness over the truth about your father
5. Acceptance: You never forget, but acceptance involves getting to a place where you can live your life again and are not so heavily weighed down by it, or you move into a place where you are not jealous of your fiancee's little girl.
The stages do not necessarily occur in order, and you can go back and forth between them before the grieving is over.
Another dynamic to consider --if you expect something from your fiancee that he cannot give (i.e. something to meet a need that you didn't get from your father) --this could occur even if he didn't have a daughter.
The best thing you can do to repair your relationship would be to go into individual therapy and address the father issues. If you resolve that issue then it will be removed from your relationship.
Please feel free to follow up with me!