This has been reported all over the web, in typical exaggerated fashion (e.g., from the Daily Mail, "How having more sex 'boosts your intelligence'")
From LiveScience:
Sex Boosts Brain Growth, Study Suggests by Charles Q. Choi
Sex apparently can help the brain grow, according to new findings in rats.
Sexually active rodents also seemed less anxious than virgins, Princeton scientists discovered.
Past findings had shown that stressful, unpleasant events could stiflebrain cell growth in adults. To see if pleasant albeit stressful experiences could have the opposite effect, researchers studied the effects of sex in rats.
Scientists played matchmaker by giving adult male rats access to sexually receptive females either once daily for two weeks or just once in two weeks. They also measured blood levels of stress hormones known as glucocorticoids, which researchers suspected might lie behind the detrimental effects that unpleasant experiences have on the brain.
When compared with male virgins, both groups of sexually active rats had cell proliferation, or an increase in the number of neurons, in the hippocampus, a part of the brain linked with memory whose cells are especially sensitive to unpleasant experiences. The rats that had more sex also had adult brain cells grow, as well as a rise in the number of connections between brain cells.
However, the rodents that only saw females once in two weeks had elevated levels of stress hormones, while the rats that had regular access showed no increase in the hormones. Sexually experienced rodents also proved less anxious than virgins, in that they were quicker to chomp down on food in unfamiliar environs.
These findings suggest that while stress hormones can be detrimental to the brain, these effects can be overridden if whatever experiences triggered them were pleasant.
The scientists detailed their findings online July 14 in the journal PLoS ONE.