Dyspareunia and vaginismus are sexual pain disorders that partially overlap and are neglected in clinical practice. The etiology of sexual pain disorders is multifactorial. Pain may be perceived at vaginal entry (introital dyspareunia) or deep in the pelvis (deep dyspareunia). It may be lifelong, acquired, generalized, or situational and cause personal and interpersonal distress. Dyspareunia has a solid biological etiology. Comorbidity is frequent with lower urinary tract symptoms, sex-associated and recurrent cystitis, vulvodynia, recurrent Candida infections, vaginal dryness, obstructive constipation, myalgia of the levator ani, endometriosis, and disorders of desire and arousal disorders. Vaginismus has a psychosexual etiology with a variable myogenic component. Dyspareunia and vaginismus affect the patient on many levels: sexual, medical, emotional, and relational. The aim of the paper is to share with physicians the key steps of a focused clinical history and physical examination for a comprehensive diagnosis and effective multimodal treatment of sexual pain disorders.