My question is: should the woman say that too?.
Thus du’aa’ is prescribed for the man when he wants to have intercourse with his wife, because of the hadeeth of Ibn ‘Abbaas (may Allaah be pleased with him): “When any one of you want to have intercourse with his wife, let him say, ‘Bismillaah, jannibnaa al-shaytaan wa jannib al-Shaytaan ma razaqtana (In the name of Allaah. Keep the Shaytaan away from us and from what You bestow upon us).’ Then if it is decreed that they should have a child, the Shaytaan will never be able to harm him.” Agreed upon.
It was narrated by the authors of al-Sunan and others. But if she says this du’aa’ too, there is nothing wrong with that, because the basic principle is that it is not just for the man. And Allaah is the Source of strength.
Fataawa al-Lajnah al-Daa’imah (19/356).
And Allaah knows best.