If you know you have sensitive skin, only use a scrub once a week, or once every 8-10 days. Using a scrub more frequently may exacerbate the sensitivity of your skin.
Opt for scrubs with smooth, rounded beads or pearls as opposed to harsh particles. Alternatively, try an enzyme scrub. The ingredients work their skin-smoothing magic without the motion required to apply a regular scrub, making enzyme scrubs much more suited to sensitive skin. Just be sure to test a small patch of skin first.