A Taekwondo instructor should not be referred to as ‘sensei’ because ‘sensei’ is a Japanese term that’s used in Karate. Taekwondo is a Korean martial art, and thus uses Korean terminology.
The correct name for an instructor in Taekwondo is 사범 sabom (which is pronounced like sah-bom, not say-bom).
If you want to ask your Taekwondo instructor a question, you should add the suffix 님 nim (pronounced like neem). This is a suffix in Korean that’s added to titles. So you would say ‘Sabomnim, can you teach me the form Wonhyo?’
Korean and Japanese have a lot of shared words. Often these are words that have been imported from Chinese. Where a word that exists in Korean also exists in Japanese (or vice versa), that word is known as a cognate. The two words have the same origin, and generally the same meaning in modern Korean and Japanese, but they will generally have a different pronunciation.
The Japanese word sensei does have a cognate in Korean – 선생 sonsaeng (pronounced sohn-seng). However, the way the word is used is different. Sonsaeng means ‘teacher’ in Korean, and is normally used to refer to a teacher in an academic setting. It’s also used as a general word to refer to other people – particularly people you’ve never met before or don’t know well. You can use the word sonsaeng in Taekwondo, but generally only to refer to other students who are at a similar or higher level than you, rather than your instructor.
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If you'd like to learn more about the Korean terminology used in Taekwondo, consider buying this book: Taekwondo Terminology. It contains an extensive dictionary of terms used in Taekwondo, as well as explanations on how to pronounce Korean words, and aspects of Korean grammar.