Dyspareunia is genital pain during intercourse and can be associated with other conditions like Vaginismus and Penetration Anxiety in which case it can be considered to be an arousal disorder and is likely to respond well to therapy. Quite often, though, it has a medical/gynaecological source; cystitis is a common source of discomfort, along with Vulvadinia and Vestibulitis as well as some of the sexually transmitted diseases.
It should go without saying that a thorough medical examination must be carried out before commencing any form of psychologically-based therapy. If all is well physically, then it is certainly worth reading the answers given for Vaginismus and Penetration Anxiety before consulting for any form of therapy. Sometimes, a liberal application of a personal lubricant just before intercourse can help.