The couple - who married in a surprise low-key ceremony in Las Vegas last month - are trying for a baby but the cage fighter admits they are unable to practise as much as he would like.
He said: "Someone recently said Katie and I are having sex three times a day to get pregnant. Three times a day? I wish! We do have to work, you know! I like to keep things like that private but some days we don't even do it at all.
"Getting pregnant is on our to-do list, but for now we're just enjoying each other. When it does happen, I'll be the happiest man on earth and will shout it from the rooftops."
Getting pregnant is on our to-do list, but for now we're just enjoying each other. When it does happen, I'll be the happiest man on earth and will shout it from the rooftops.
Despite insisting they are exercising restraint with their sex life, Alex says he is so much in love with 31-year-old Katie - who has three children, Harvey, seven, Junior, four, and two-year-old Princess Tiaamii from previous relationships - that he finds it hard not to show her affection.
Writing in his column for Britain's Star magazine, he added: "The other day, we did play a game where we weren't allowed to show each other affection for an hour - I gave up after 13 minutes and grabbed her for a kiss."
Alex, 34, also laughed off reports that he and Katie have had a series of furious rows since getting married.
He said: "There have been stories that Kate and I are fighting already and that our honeymoon period is over. That's nonsense - we haven't had a single argument since we got married.
"There's nothing about her that annoys me and she says the same about me. She doesn't even mind me leaving the toilet seat up or farting and burping!"