She had mentioned that her dragons would be the only children she will have. Does this mean she does not want children or she can not conceive children?
Mirri Maz Duur’s Prophecy was
This might or might not be a real prophecy, but the way it was said, it made us think that it would be almost impossible for Dany to have another child.
But it is not yet proven that she cannot.
I found an interesting theory on the Citadel:
Spoilers for A Dance with Dragons
Update: Dany actually believes that she won't have any more children.
-- A Dance with Dragons, Daenerys IV
I don't think she is barren, but you need to read through A Dance with Dragons to find out.
For most of the series so far, Dany has believed herself to be infertile, due to her miscarriage. Although Mirri Maz Duur's prophecy does not actually claim she is infertile, it's clear that what the witch is trying to imply. It's also obviously how Dany interprets the prophecy -- Duur basically listed a whole bunch of impossible things and included her becoming pregnant in the list, so Dany assumes the witch is telling her she cannot become pregnant.
But, it's important to note, that's not what the prophecy says. It lists a series of pre-conditions of Drogo's return, including Dany's giving birth again along with a few other, seemingly unrelated (and likely metaphorical) events.
It's also important to note that Dany got pregnant and had a miscarriage (a magically induce one, at that) almost as soon as she hit puberty. The kind of physical and emotional stress can cause havok with a women's fertility cycle. The fact that Dany stops menstruating after this point might indicate that she's infertile, or might indicate that she's got a serious hormone imbalance that is messing with her cycle.
In A Dance with Dragons, though, we get another clue:
Mirri hated Dany with a passion so its possible that she was just saying things to spite her, the smile she gives Dany implies that she knows something, as if she and Dany share a secret. Maybe what Mirri said is that secret. She had a reason to not see the Stallion prophecy fulfilled, hence why she may have killed Rhaego when he was born. A induced miscarriage and the pressure it would induce certainly would wreak havoc with her reproductive cycle. When the sun rises in the west and sets in the east, Quentyn Martell, When the oceans dry up, the Dothraki sea could lead to other misidentified prophecies, and when the mountains sway like trees in the wind. Gregor Clegane has already featured in a prophetic dream as a mountain sized giant and he visibly swayed in his fight against the Red Viper before finally collapsing.
So is Dany infertile? For women being unable to menstruate is a sign of infertility. For a time she certainly was incapable of conceiving, but if that is the case right now is unknown. She may be, she might not.
GRRM will likely shed light on that in later books. But then again this is GRRM and he may leave it undisclosed until the end of time.