Painful sexual act may be one of the first symptoms of cystitis (a bladder infection). People with cystitis may have bladder pain during or after sex. Women with cystitis usually have pain the day after sex, because the muscles around her bladder are spasming (tightening up painfully). Women with cystitis usually also have urinary frequency (needing to urinate a lot) and/or urinary urgency (needing to urinate suddenly).