I would start by asking to meet with him. Doing it on the fly is not the best thing. Come prepared. Have a mobile device or note pad with basic points outlined and to also take notes with. Always start off with positives. "I appreciate working here and find we work well as a team." Then get into it a bit. "The other day I felt like I had let you down when it came to Project A. I'm wondering what I can do in the future to prevent that."
You can leave it there and see what he says or you might have a suggestion like, "In the future can you tell me, upfront, when you will want something so I have a deadline?" Then the ball is in your court. If he says Friday you can think about that and let him know if that is possible. It may or may not be. If not, "Joe Boss, I would like to get that for you Friday but you've asked me for X, Y & Z to also be done. Can you help me re-prioritize so I give you what you want, when you want it?"
Now, if he says you'll just need to work more, take work home on the weekend, etc., let him know that isn't possible and you only get paid for 40 hours or whatever. If that fails, get ready...go to his supervisor or if he is the top, look for another job.
Of course if things are going well end the conversation with a positive..."Joe I appreciate you helped me with this."
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