The former NBA (National Basketball Association) star tied the knot with Union in 2014, and the pair are parents to 15-month-old Kaavia. Wade also shares Zaire, 18, and Zaya, 12, with ex-wife Siohvaughn Funches, and Xaiver, 6, with ex Aja Metoyer.
"We keep it fresh. We try to keep it exciting because you get into a routine sometimes and you be like, 'Tomorrow,' " the 38-year-old said. "And then tomorrow goes to two months when you ain't getting no action, we got to do role-play."
He explained, "We go out at night. We be strangers and I get into character... We gotta do role-play. Sometimes I'll be like, 'Yo, go ahead, take your clothes off and walk down the street.' Let's take it back to Rodeo Drive, baby."
The star's comments come after he opened up about parenting Zaya, who was formerly known as Zion and asked her dad and step-mum to be recognised as female.
"Once Zion came home and said, 'Call me Zaya,' and was ready to take on this, I looked at her and said, 'You are a leader. It's our opportunity to allow you to be a voice,' " he recalled in a chat with Ellen DeGeneres last week.