Teeth sensitivity can be related to numerous factors (tooth decay, inflammation of dental pulp, gum recession, loss of enamel…). The first thing to do is to book a consultation with your dentist to identify the cause and make a treatment plan.
When the layer of enamel is affected or when the gums recede, the use of sensitive toothpaste may help to reduce the sensitivity. The little canals that transmit the nervous impulse can be exposed. Sensitive toothpastes usually have 2 main mechanisms of action
1) A mechanical and mineralizing action by obturation of these canals (strontium salt, fluoride combined with other ions)
2) A neutralizing action by deactivation of the nervous impulse (potassium salt)
See Dr TL: Sensodyne video