Desensitizing toothpastes are a good idea, but they can also be a bad idea. They're a good idea because they take care of the pain. Nobody wants to walk around with painful teeth.
The problem is if you rely on that as your daily toothpaste, you want to take care of the problem. So take care of the pain on a temporary basis, go to the dentist, and find out why you have that sensitivity. Is it a cavity? Is it a gum disease? Is it enamel erosion? Is it root exposure?
Find out what the problem is. Get the problem fixed by a dental professional. Then maybe you don't need the desensitizing toothpaste to be used as your daily toothpaste.