Burning pain is a symptom of RSD reflex sympathetic dystrophy (also known as crps or complex regional pain syndrome)
Not saying you have this, but you might want to look up the symptoms and see if anything else matches up?.....
My mom's had it for 17+years and the Dr's think I have it too...
The burning pain is so awful, I want to cut my legs and arm off sometimes (not literally but it just hurts that bad!)..
Do you have this is in one area or all over? Also have you noticed any skin changes, hair or nail changes, sweating more or less in the affected areas, swelling, Allodynia? These are signs as well..
I get mottled skin, other skin changes, my nails are stupid now... I get redness and swelling.. The Allodynia is horrible!
I actually started taking pictures and video of these changes to show my Dr's because I know they thought I was crazy and now they have the proof...
It could be fibro but you don't hear a lot of fibro sufferers complaining about 'burning' pain, which is why I wanted to mention this...
If you have any other details, don't be afraid to share!
And also if you do have this (if you eventually get diagnosed with rsd/crps), icing the affected area is one of the worst things you can do... I know everyone says to ice swollen areas, but ice can cause more pain and cause the rsd to spread, just an FYI..