It is, presumably off-camera in one of their many romps while River is "imprisoned" in the Stormcage facility for the murder of the Doctor.
River was sentenced to twelve thousand consecutive life sentences in the Stormcage Containment Facility in the 52nd century for the Doctor's murder. (TV: The Time of Angels, The Pandorica Opens) She served the sentence to make the Silence believe him dead, but starting with her first night, often escaped to spend time with her husband, then returned to her cell. (TV: First Night) TARDIS Data Core -> River Song
Talking to Dorium at the end of the Wedding of River Song, "And Doctor Song, in prison all her days?" "Her days, yes. Her nights… well, that's between her and me, eh?"