The Central Americans will be taking part in their first ever World Cup this summer, taking on Belgium, England and Tunisia in Group G.
Cummings, who plays for Major League Soccer side San Jose Earthquakes, revealed how Panama's boss has brought the rule into place to help his players focus solely on football.
"We have restrictions placed on us, as do all national teams - and a ban on having sex is one of ours," the 26-year-old defender is quoted by The Sun as saying.
"But going beyond the limits imposed by the coach, the players realise that they have to make sacrifices in order to win matches. And giving up sex is one of those."
Panama open their campaign against Belgium in Sochi's Fisht Olympic Stadium on Monday, June 18.