When I had my teeth whitened at the dentist a few years ago the dentist said that I might experience a bit of pain due to the sensitivity of my teeth during the teeth whitening procedure.
I did experience some pain during the teeth whitening but it wasn't too bad and went away pretty quick but the pain I experience from teeth whitening was worth it to get my teeth professionally cleaned and whitened at the dentist.
During professional teeth whitening peroxide is used to penetrate the structure of the tooth and to oxidize colored compounds in the dentin so a bit of pain is normal.