You could also have a UTI. Next time, make sure after you have sex, to go pee immediately! It's so important. Go to your doctor and get it checked, but UTIs can be cured with cranberry juice!
Sex can often push bacteria from around the area into the urethra, causing irritation that could turn into a urinary tract or bladder infection if you're not careful. A good rule of thumb is to urinate before sex, and then again afterward, to help clear the urethra. It wouldn't hurt to also take cranberry supplements and drink more water. But when your urinary tract is irritated, it will feel like a burning, constant "I have to pee" sensation.
It could be sexually transmitted infection from the partner you had sex with , go check immediately