We say, "No illicit sex." The Vedic system teaches that one who wants to have sex must get married and live according to religious principles. Then the husband and the wife can satisfy their desire for sex by begetting good children. There is no prohibition against sex; it is allowed. But not illicit sex. Engaging in illicit sex means you increase your attachment for sex, not Krsna. Therefore it is forbidden.

From: The Quest for Enlightenment 7a: The Yoga of Pure Attachment by Srila Prabhupada