A'isha said: The Apostle of Allah (may peace be upon him) used to remember Allah at all moments.How can we remember Allah during intercourse when we sleep with our wives?

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

The Dhikr (Remembrance of Allah) related to sexual intercourse is of three kinds:
First, Dhikr of Allah before intercourse, this is required by Sharia.
al-Bukhari and Muslim reported from Ibn Abbas that the Prophet (Sallallahu Alaihi wa Sallam) said: "If anyone of you, when having sexual intercourse with his wife, says: Bismillah, Allahumma Jannibni-Sh-Shaitan wa Jannib-ish-Shaitan ma Razaqtana, (In the name of Allah, O Allah protect us against Satan and keep away the Satan from the one that you have bestowed upon us) and if it is destined that they should have a child, then Satan will never be able to harm him" .

Second, Dhikr of Allah during intercourse, this is lawful by heart but it is dislikeable to utter it as pronouncing it represents an ill-conduct towards Allah, The Almighty.
Third, Dhikr of Allah after intercourse and before Ghusl, this is lawful. Narrated Ayisha (Radiya Allahu Anha) that "The Prophet (Sallallahu Alaihi wa Sallam) used to make Dhikr at all moments" .
Finally, know that reading Qur'an which is a form of Dhikr is unlawful for the person who is Junub (in ritual impurity), according to the most correct opinion of scholars.
Allah knows best.