A masochist wants to be hurt, while a sadist enjoys your hurt and may even refuse you to make it worse.
From the Discourses
Passages where Osho speaks to this question — each links to the complete discourse.
Osho, who is a masochist and who is a sadist?
I have heard this definition of a masochist and a sadist: A masochist says: "Beat me, whip me, put me in chains." A sadist says: "No, I won't."
What is that—where our joys are transformed into sorrows? That boundary line where below there is suffering and above there is joy. That is why a suffering man becomes sexual. A very happy man becomes nonsexual. Because for him there is only one pleasure. Only one pleasure. Just as a poor, destitute, unhappy society will at once start producing children: the poor have many children; the rich do not. Often the rich even have to adopt!
You will be surprised to know, the word “sadism” comes from a man: de Sade, a very great writer. His way of making love was precisely this—from him the term “sadism,” “pain-ism,” arose—that whenever he loved a woman he kept with him a whip, a knife, thorns! He had a bag for this. When he loved, after closing the doors, the first thing was to whip her! He would strip her naked and begin to whip her! And she would run, scream, cry; the more she screamed and cried, the more bliss he felt! He would prick with thorns; he had made all kinds of instruments for just this—how to torment a woman! Ordinarily it doesn’t occur to us. Ordinarily it doesn’t occur to us that if in love someone is pinching a woman, it is sadism in a small measure. It is a tiny act of torture. In love…
And what sort of God would that be who expects and craves your worship, who gets angry because your prayers were not proper, because you did not follow ritual! Such a God would be very egotistical—he himself would be miserable; how would he make you happy? Think a little: if God’s happiness depends on your prayers, he must be dying of sorrow, going mad! How many pray? And those who do, do not pray for God; they ask for something for themselves. When their work is done, they forget. In sorrow they remember; in happiness they forget. They do not remember even then. So God should be going mad, if his joy depends on your prayers! Mahavira says: there is no such God. These are your delusions.
He who goes naked, with matted hair, mud-bespattered, who fasts and sleeps on the ground and smears his body with ashes and sits in endless meditation -- so long as he is not free from doubts, he will not find freedom.
BUT HE WHO LIVES PURELY AND SELF-ASSURED IN QUIETNESS AND VIRTUE, WHO IS WITHOUT HARM OR HURT OR BLAME, EVEN IF HE WEARS FINE CLOTHES, SO LONG AS HE ALSO HAS FAITH HE IS A TRUE SEEKER. A NOBLE HORSE RARELY FEELS THE TOUCH OF THE WHIP. WHO IS THERE IN THIS WORLD AS BLAMELESS? THEN LIKE A NOBLE HORSE SMART UNDER THE WHIP, BURN AND BE SWIFT. BELIEVE, MEDITATE, SEE. BE HARMLESS, BE BLAMELESS. AWAKE TO THE LAW. AND FROM ALL SORROW FREE YOURSELF. THE FARMER CHANNELS WATER TO HIS LAND. THE FLETCHER WHITTLES HIS ARROWS. THE CARPENTER TURNS HIS WOOD. AND THE WISE MAN MASTERS HIMSELF. He says: HE WHO GOES NAKED, WITH MATTED HAIR, MUD-BESPATTERED, WHO FASTS AND SLEEPS ON THE GROUND AND SMEARS HIS BODY WITH ASHES AND SITS IN ENDLESS MEDITATION -- SO LONG AS HE IS NOT FREE FROM DOUBTS, HE WILL NOT FIND…
As I said, there are two common types: those who torture others — sadists; and those who torture themselves — masochists. As with de Sade, so with Masoch — unless he whips himself ten or fifty times each morning, the day will not be fresh. Thus there have been sannyasins who whipped themselves, lay on thorns, wore shoes of thorns, kept wounds open. What kind of people are these? Is this sannyas? Is this Dharma? If a man starves another, we say irreligious; if a man starves himself, we take out a procession. Strange! If torturing is irreligious, what does it matter who is tortured? Another could resist; oneself cannot. It is easier to torture oneself. Torturing another involves many difficulties — society, law, police, courts. As yet there is no law, police or court against self-torture. There should be, for some wicked ones torture themselves.