Ok I am a female, and I have had sexual intercourse many times before. But sometimes out of the blue I bleed while having sex. I don't understand. B/c I know it is not because I have torn or anything like that. What is it?

Where are you in your cycle? I'd hazard a guess that this is menstral related.

I also have to wonder if the sex may be a little rough during those times.

MMM I'd have to agree, the rough play may assist in loosening the endometrium. Does a period come real soon afterwards?

I had this once pefore. It's a hormonal embalance. Doc gave me a cream to apply to the vaginal opening daily. It worked

You should see a gyno to help with your specific self.
I bleed during sex but only lightly because of my endo.

Another possibility that has not been mentioned. When you bleed, is it after very "enthusiastic" intercourse? Your partner may be on occasion, reaching your cervix either by positioning, or length and force of thrusts. This can cause bruising, and occasionally bleeding. There isn't much to worry about if that happens. Your cervix will heal with little problems. However, if it persists, then yes a trip to the M.D. is in order.