In the heavenly planets, although men and women enjoy sex pleasure, there is no pregnancy.

“There are four yugas: Satya-yuga, Treta-yuga, Dvapara-yuga and Kali-yuga. During the first yuga, Satyayuga, people were very pious. Everyone practiced the mystic yoga system for spiritual understanding and realization of God. Because everyone was always absorbed in samadhi, no one was interested in material sense enjoyment. During Treta-yuga, people enjoyed sense pleasure without tribulations. Material miseries began in Dvapara-yuga, but they were not very stringent. Stringent material miseries really began from the advent of Kali-yuga. Another point in this verse is that in all eight of these heavenly varsas, although men and women enjoy sex pleasure, there is no pregnancy. This verse informs us that in grades of life higher than ours, pregnancy occurs once in a lifetime. The inhabitants of those planets enjoy life in a pleasing atmosphere of clear lakes filled with newly grown lotus flowers and gardens filled with fruits, flowers, various kinds of birds and humming bees. In that atmosphere they enjoy life with their very beautiful wives, who are always sexually stimulated. Nonetheless, they are all devotees of the Supreme Personality of Godhead. The inhabitants of this earth also desire such heavenly enjoyment, but when they somehow or other achieve imitation pleasures like sex and intoxication, they completely forget the service of the Supreme Lord. In the heavenly planets, however, although the residents enjoy superior sense gratification, they never forget their positions as eternal servants of the Supreme Being.

People still have sex life, but there is no pregnancy. In the spiritual world, people are not very attracted to sex life, due to their exalted devotional attitude. Practically speaking, there is no sex life in the spiritual world, but even if sometimes it does occur, there is no pregnancy at all. Pregnancy takes place only in lower-grade life. On the planet earth, human beings do become pregnant, although the tendency is to avoid having children. In this sinful age of Kali, people have even taken to the process of killing the child in the womb. This is the most degraded practice; it can only perpetuate the miserable material conditions of those who perform it.”

Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “Srimad Bhagavatam”, Fifth Canto, Chapter 17 – Text 12 & 13