For the most part, shortness of breath is always an important symptom and must never be ignored, except when it is due to normal non-diasese situation such as running, heavy exercise, fear, excitement, sexual intercourse, mountain climbing, remaining in high altitudes, and excessive smoking. Breathlessness is also a symptom in uremia and acute kidney failure but other symptoms in these kidney disorders are more excessive.
Shortness of breath and palpitation or rapid heartbeat have several possible causes. Causes that are so serious, that it would be, in itself, life-threatening to overlook.
Among these causes are, Hypoxia, Angia pectoris, Heart failure, Rheumatic heart disease and rheumatic fever, Pulmonary embolism, Aneurysm (arterial), and Cardiac neurosis. Conditions that are easily manageble when treated in time.
Therefore, I would suggest that you be examined by a Physician, before you assume your symptoms are only due to normal activities. You don't have to tell the Doctor they are from sexual activity, but you should mention another normal activity e.g. running in an effort to encourage your Physician to give further investigation into your situation.
Hope this answers your question!
REFERENCE(S)
1. Adam Brochert, MD, 2006.
Discovery Health :: Diseases & Conditions :: shortness of breath