Claiming "he is too sensitive".
This statement is a classic victim-blaming statement. 

When people make comments like this, they are excusing the bully's taunts and teases by indicating that there is a defect in the victim. What’s more, this is a common bullying phrase that implies that the victim's reaction is not normal or natural. 

This is probably the worst possible thing that someone could say about a victim of bullying because it minimizes what he experienced.