It might be very scary and is sometimes embarrassing of some women to face such problems. But there is no need to worry, as most often than not these problems with bleeding during intercourse are due to small vaginal tears (sometimes called 'micro-tears')in the vaginal wall or even in vulva. These tears often heal within 1-3 days after sex. It is best that you try not to aggravate these tears by having more sex, masturbation, using a tampon, using dildo's or any other vaginal penetration devices. Once it is healed you and your partner could consider using lubricants to reduce the friction during intercourse. Consult a gynecologist if bleeding persists, it could be a sexually transmissible infection.