It's a big jump no doubt about it, and you need to think it through carefully. Don't be put off by our comments though, we are all different people.
I agree with aviduser: you'll need a job and not just for the sponsorship but also because otherwise you'll get bored to tears after a few weeks.
Once again try and visit, see it for yourself so that you can take an educated decision.

How long has your boyfriend lived in Qatar? How come he doesn't know you need a job (or a husband …) to live here?