In computer-aided diagnosis and treatment planning, accurate segmentation of medical images plays an essential role, especially for some hard regions including boundaries, small objects and background interference. However, existing segmentation loss functions including distribution-, region- and boundary-based losses cannot achieve satisfactory performances on these hard regions. In this paper, a boundary-sensitive loss function with location constraint is proposed for hard region segmentation in medical images, which provides three advantages: i) our Boundary-Sensitive loss (BS-loss) can automatically pay more attention to the hard-to-segment boundaries (e.g., thin structures and blurred boundaries), thus obtaining finer object boundaries; ii) BS-loss also can adjust its attention to small objects during training to segment them more accurately; and iii) our location constraint can alleviate the negative impact of the background interference, through the distribution matching of pixels between prediction and Ground Truth (GT) along each axis. By resorting to the proposed BS-loss and location constraint, the hard regions in both foreground and background are considered. Experimental results on three public datasets demonstrate the superiority of our method. Specifically, compared to the second-best method tested in this study, our method improves performance on hard regions in terms of Dice similarity coefficient (DSC) and 95% Hausdorff distance (95%HD) of up to 4.17% and 73% respectively. In addition, it also achieves the best overall segmentation performance. Hence, we can conclude that our method can accurately segment these hard regions and improve the overall segmentation performance in medical images.