Sayyidah Aishah (may Allah be pleased with her) was asked: May a man pray in the clothes in which he has had intercourse? She said: A woman should prepare a piece of cloth for her husband so that he wipes away the filth with it and it does not get on the clothes. If he does that, he may pray in those same clothes.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 4135