Is is wrong to have sex dreams about someone other than your spouse?

How can your dreams be "wrong"? They are just a vision from your subconscious and most of us have dreams like this at times. Not sure why you feel "guilty". They are just dreams.

This is entirely normal and we don't control the contents of our dreams. However, these are the kinds of thoughts that should stay solely inside our own heads. This isn't something you should ever tell a partner about unless you have an agreed upon thing where you use these dreams as inspiration for your real sex life.

Cheating dreams can sometimes be your subconscious way of telling you that it has picked up on some small signs that may indicate an infidelity in your relationship however more often, rather than a direct infidelity, it can be a sign that something is not right in your marriage.

"Thou shalt not commit adultery" (7th Commandment).

While you call them "sex dreams", it seems like you're talking about fantasy or fantasies and, if that's true, not only is it not wrong, but it's very normal. If you've discussed this with your spouse, and she felt free to be completely honest, it would not be surprising if she's experiencing the same type of dreams with men or women other than you or anyone she knows.