Tooth Whitening is different for everyone. People who do have sensitive teeth might feel some pain during a whitening session while some people do not feel a thing. If you are getting In-Office whitening done, talk to the dentist prior to the whitening session and discuss the sensitivity of your teeth and what the best options are to prevent any pain.
For some people, whitening doesn't hurt at all but after the treatment they feel some pain in the gums. This side effect is due to the sensitivity of the gums and will not last long.
At home whitening is quite a good option for sensitive teeth. Whitening pens and at home kits with lower levels of Hydrogen Peroxide and Carbamide Peroxide are more likely to be pain free and can be done from the comfort of your own home.