Hiru wa Yuusha Yoru wa Mamono Musume

The hero has a curse where he turns into a monster girl by night. One of the demon lords finds out his secret and trains him (when he's a monster girl) to be her pet. She puts a lust crest on him and gives him commands which bleed into his hero life. He finally gives in to the pleasure and the world is ruled by the demons now with him being the demon lord's pet cat.