I'm not going to let my fiancee sit in on my class
Do you know any of the students in the class?
No, I actually don't because I haven't introduced myself to any of them.
It's good not to have your partner around you all the time. If you don't want them in your class, you have the right to set that boundary with her.
I think I will.
Yes, I agree that your choice is fine. But maybe you should meet some people in the class. Then you could study together and probably do better on your exams.