Sayyiduna Abdullah bin Sa'd (may Allah be pleased with him) said: I asked the Prophet (peace and blessings be upon him) what makes a ritual bath obligatory, and about the water that comes after water, about praying in my house, praying in the mosque, and eating with a menstruating woman. He (peace and blessings be upon him) said: "Indeed, Allah is not shy of the truth [Surah al-Ahzab: 53]." (Sayyidah Aishah (may Allah be pleased with her) was at his side at the time.) "As for me, when I have had intercourse, I perform ablution and then take a ritual bath. The water after water means madhy (pre-seminal fluid); every man emits madhy, so wash your private part and testicles from it and perform ablution as for prayer. As for praying in the mosque and in my house, you see how close my house is to the mosque, yet I would rather pray in my house than in the mosque, except for an obligatory prayer. And as for eating with a menstruating woman, eat with her."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 4131