I just finished my period last week. My fiancé and I are trying to make a baby but lately every time we have sex I bleed right after. Why?

Cervical/Entroitus. This is probably a question and possible exam best addressed by your ob-gyn. I suspect is is the result of trauma to your entroitus (bottom) or to the cervix proper. A pelvic exam is recommended.
Need a pelvic exam. Bleeding after sex can have a number of causes, but you need a pelvic exam for a diagnosis.