Cloudy urine usually indicates UTI or even possible kidney stones. You need to see your doctor, or if you have an urgent care in your area would be good. A urinalysis should be done and appropriate antibiotics should be given. In the mean time, do increase your fluid intake (water or cranberry juice is good) but you still will probably need antibiotics.
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Then that would rule out kidney stones. So this is probably a UTI. Some bacteria from sex may have gotten into the urethra. Once the bacteria enter the urethra it travels upward causing infection in the bladder and sometimes other parts of the urinary tract.
So do get treatment. It's always best to urinate after sex, as this helps to eliminate bacteria from the area.
Hope this helps.