I want to tell my boss I want to see him alone when his wife was in the office
Can you explain this to me? Why don't you want his wife there?
I want to discuss something sensitive with him.
I get it, it is understandable for you to want a private conversation with your boss. Be polite in letting him know you want a private audience.
I am going to chase his woman out to talk.
That's fine, sometimes you need to have a private conversation with someone and don't want anyone around. You're always free to have sensitive conversations with whoever you want.