The Messenger of Allah ﷺ would rise in the morning in a state of major ritual impurity from intercourse with his wife, and he would still fast that day.
أن رسول الله ﷺ كان يصبح جنبا عن طروقة، ثم يصوم.
No references are available.
Nasai narrated it in al-Kubra (3002), and Ibn Hibban (3493), both from the hadith of Qutayba bin Saeed, who said, "Bakr bin Mudar narrated to us, from Abdullah bin Abdul-Rahman, from Abu Salama, from Ayesha," and he mentioned it. Its isnad is sahih. Her saying, "about his conjugal need," means about intercourse.