I'd recommend a 1:1 conversation with your boss to understand why there is that perception that all is not well. Once you have a better understanding of that, you can try to address those concerns.
Did you literally tell your boss "There are no issues" or did you provide a status update that showed progress and that everything is on track? It could be that you need to provide a more detailed update, or that you need to ask a question along the lines of "What is it about the project that you do not think is progressing well?" Maybe you haven't provided enough information, or your boss is seeing something that you are not. Saving Changes...