Most changes that occur are temporary, and should not have a long-term effect on your sex life. There may be times when you just feel too tired, or perhaps not strong enough for the level of physical activity you are used to during sex. If your treatment is making you feel sick, you may not want to have sex at all for a while. Remember that most side effects from chemotherapy that may affect your sex life, such as tiredness or sickness, will gradually wear off once your treatment is finished.
Anxiety may also play a part in putting you off sex. The anxiety may not be directly related to sex; you may be worried about your chances of surviving your cancer, or how your family is coping with the illness, or about your finances. Stresses like these can easily push everything else, including sex, to the back of your mind.
There is no medical reason to stop having sex at any time during your course of chemotherapy. It is perfectly safe, and the chemotherapy drugs themselves will have no long-term physical effects on your ability to have and enjoy sexual activity. Cancer cannot be passed on to your partner during sex and it won't make the cancer worse.