A paradox is a statement that contradicts the central message of a work of literature such as poems, dramas, novels, and short stories.

In The Canonization a courtier is venting his frustrations over how he admires someone whom he cannot have. This could be a married woman, a higher ranking woman, or any other woman whose attachment to the courtier would be inappropriate. The man voices aloud his need for this person's love. 

When did the heats which my veins fill 
        Add one more to the plague bill?
Soldiers find wars, and lawyers find out still 
    Litigious men, which quarrels move, 
    Though she and I do love.

Since the love is perhaps even sinful, the irony that manifests in the poem's paradoxical title is that the poet treats this indiscreet relationship as if it were a mandate from heave that the two should be together. He sees himself as a figure of martyrdom and she as someone equally celestial 

Call's what you will, we are made such by love ; 
    Call her one, me another fly,
    We're tapers too, and at our own cost die

A canonization is the induction of a martyr into sainthood. As the poem indicates, this is clearly not the case.