You can certainly have a Facial with stubble but it's better for the skin and easier for the Therapist if you are clean shaven. The products applied during the Facial will penetrate better making the Facial more effective and beneficial for you. I would suggest as Martha did that you shave in the morning then book the Facial for later when you think your skin will have had a chance to settle down. You could try just shaving one side of your face and then compare for yourself how each side feels during and after the Facial. Then you'll know what's best for you in future. Let your Therapist know that your skin is sensitive post-shave so that products can be selected according. Ask also if they have any good products to help with your sensitivity that you can buy to use at home. This could really make a difference.
Facials are more effective if you have had a shave as the clean skin is prepped to absorb the products applied. However if the stubble is fresh and short it is possible but feels a little rough for the therapist to work over and may pull alittle on you. I would shave in the am as usual and book the facial for the pm once your skin has had a chance to cool down and the pores to close up a little and the surface layer be exposed to the elements. Check out a good after shave balm for sensitive sking and use regulalrly.