What kind of doctor I talk to about sexual problem.?

Depends. Your general doctor can be a good start. If male a urologist. If female your gynecologist. If your issue is more of an emotional/psychological basis a sex therapist may be the right person to see. If you can give more details in your question, more specific answer is possible.
See Below. Sexual problems are handled by general doctors (internal medicine or family practice), urologists, and gynecologists.