I have been massaging my fiance after she falls asleep
Does she like that you massage her?
I don't know but I think so.
If she is trying to sleep then you probably shouldn't massage her. Ask her if she likes it first before doing so.
I just wanted to relax her.
You are a caring husband and your affection is appreciated. I'm sure your wife likes the massages, but just to make sure, ask her if she does.