Hmm, it could be a number of things. It could be your appendix. It could be an ectopic pregnancy, that's when a zygote gets implanted into your fallopian tubes instead of your uterus - this is a dangerous condition and the possibility is worthy of seeing a doctor. Taking a pregnancy test would be helpful. It could be something else with your digestive or reproductive system. Unfortunately, it would be difficult to say without an exam.
I think you should see your doctor, pain with sex is never a good thing.
Does it pain you any other time?