Different bleaching regimens are used in dentistry possibly penetrating the dentine and affecting the pulp. The aim of the present study was to investigate peroxide diffusion through dentine pre-treated with a desensitizing varnish (Vivasens®) in a standardized in vitro setup during application of different bleaching materials. The penetration was tested using 1.3-mm-thick bovine dentine slabs. The following bleaching materials were tested with and without prior application of the desensitizing varnish on the external side of the dentine slabs: Vivastyle, Whitestrips, Simply White, Opalescence (external bleaching), and sodium perborate (internal bleaching, only tested without varnish; n = 8 samples per subgroup). The penetration of peroxides was measured photometrically using 4-aminoantipyrin as a substrate, the penetration of peroxides was monitored over 240 min. All bleaching agents yielded a diffusion of peroxides through the dentine, the kinetics of penetration were approximately linear for all materials tested. The significantly highest diffusion of peroxides was observed with Opalescence, the lowest with sodium perborate. The adoption of the desensitizing varnish reduced the diffusion of peroxides significantly for all external bleaching materials. Peroxides penetrated the dentine during application of bleaching materials; the penetration of peroxides can be reduced by application of a desensitizing agent.