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Sahih Al-Bukhari Volume 1 The Book of Ablution (Wudu)

Sahih Bukhari – Volume 1 – Book 4 – P.139

(8) CHAPTER. To recite “In the Name of Allah,” during every action and on having sexual relations with one’s wife.

141.   Narrated Ibn ‘Abbas:  The Prophet, peace be upon him,  said, “If anyone of you on having sexual relations with his wife said (and he must say it before starting) ‘In the Name of Allah! 0 Allah! Protect us from Satan and also protect what You bestow upon us (i.e. the coming offspring) from Satan, and if it is destined that they should have a child then, Satan will never be able to harm that offspring.”