The natural lubrications of the vagina can dry up with prolong sexual contact and penetration causing friction and pain. If you haven’t had the right amount of foreplay to become sexually aroused and “get wet”, the vagina will be dry making sex painful when the penis or fingers enter the vagina. KY, Astroglide and extra virgin coconut oil are great additions to long periods of intimacy. Dryness can also occur in menopausal women who are not taking any estrogen which results in a burning sensation inside the vagina, especially with sex contact and penetration.