Some individuals confuse naiveté with being sensitive. The people who describe you in this way would have to give you specific examples. Does this take place only in regard to relationships or in other ares as well?
Being naive relates to being too trusting. You can change that by first taking a self inventory of your past behavior (it helps to jot things down) Try to connect your behavior with what you may have initially though made you trust in each situation, were there red flags that you see now by looking at it objectively, did anyone at any specific time tell you otherwise contrary to what you believed at that time.
Behavior is driven by thoughts. You can change the behavior by changing your internal dialog (What you think and believe) There are different ways of reprograming one's mind. Some of the options are 1/ using auto suggestion, 2/ working with a therapist trained in NLP (neurolinguistic programming) or 3/ working with a counselor specializing in CBT (cognitive behavioral therapy) depending on what you're open to trying. Both thoughts and behaviors can be managed.
Channel some of your energy into that instead of letting the discouragement overwhelm you since you seem to know what is causing you distress and you've got the desire to correct it. The past is something to learn from and people have to have different experiences (not always pleasant) in other to learn.