Vaginismus is the persistence of difficulties in allowing the vaginal entry of a penis, a finger or a gynecologic examination. This study aimed to compare the success rates of vaginismus therapy with exposure therapy treatment using a finger or a dilator. The finger training group (FTG) (n = 30) and the dilator training group (DTG) (n = 30) were established. Groups were trained about dilatation and desensitization. The Female Sexual Function Index (FSFI) was applied. From the baseline measurement to the post-treatment measurement, the average change in FSFI scores for both groups was statistically significant (p < 0.001). There was a significant difference between two groups in terms of patient drop-out numbers (p = 0.016); the DTG was more successful in continuing treatment than the FTG. This research revealed that DTG is more successful in treatment continuity and show more improvement in sexual functions.