Most of the time it is usually due to the vagina being too dry and not well-lubricated enough. This is easily resolved by using vaginal lubricants or engaging in more foreplay prior to penile penetration.
For some women, it could be due to sexual and performance anxiety leading to conscious tightening of the vaginal muscles. Patients may then want to try some relaxation techniques or breathing exercises in order to "relax" their tense vaginal muscles.
Vaginal lacerations, although uncommon, can also be a cause of dyspareunia. In this case, there may be concurrent vaginal bleeding. Depending on the severity of the vaginal laceration, some may need to be stitched up while the superficial ones can be left to heal naturally.