Aww this is exactly what happened with me and my Penny. I made a thread a month or so about this and I had exactly the same situation.
 
She would always go to my fiancé even though I trained her, fed her, walked her, played, everything. I was devastated! 
We figured out that I was also doing the things she didn't like, like wiping her eyes, brushing her, wiping her bum if she needed it, telling her off and my other half would just play and do the fun stuff. She was still always obedient for me, I just wanted all the love. She's my dog after all. 
So we had a swap, my fiancé took over some of the brushing etc, and and the park I would make sure I played with her more. Made sure I fed her. 
I know this sounds harsh, but I ignored her a little bit too, she seemed to come to me more.  
But the most important thing we did, which was suggested by someone else here, was keeping happy. I think where I was annoyed about the whole thing as it upset me, she sensed it. They just know. I think it made her avoid me more. Every time I was at home whether fiancé was there or not, I just made sure I was happy and smiling with a happy tome of voice, even if she was with him. 
Gradually she started choosing to sit with me instead, I was overjoyed! Anyway now she's 7 months old and it's so much better.  
I guess it just takes time. Puppies are puppies I guess 
