Teeth whitening can cause some sensitivity that is reversible. If sensitivity occurs, it is best that you take skip a day or two in between whitening sessions in order to reduce the sensitivity.
This is best to do when using whitening strips or applying gel to custom whitening trays at home.
If whitening is being done in a dental office and it involves one appointment, then you should stop the whitening when you start to feel any initial sensitivity.
There are desensitizing gels that are sometimes incorporated into the whitening gel such as potassium nitrate. These type of gels can also be applied afterwards to help reduce any sensitivity.