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When you step onto a treadmill or go out for a jog, an alarming burning sensation in your lungs can cause anxiety. Some people experience the burning sensation during exercise or immediately after a rigorous session. The exercise-induced burn sensation is most common among smokers, ex-smokers and beginners.
Allergies, especially those due to airborne particles, cause irritation and a burning sensation in the chest and throat. Pollutants or certain foods can irritate the throat and also cause inflammation, itching, nausea, and headache. An inflammation of the esophagus is known as esophagitis, causing a burning sensation in the throat. The condition also causes discomfort, chest pain, and excessive belching.