Brief Answer:
A pretty common problem

Detailed Answer:
Heat pain implies nerves

(or possibly circulation...but circulatory changes don't make that exact sort of pain, it can feel warm with circulatory changes BUT 1) it's pleasant, 2) the pain is with exertion and not enough blood getting into the area 3) it's not the foot but the muscles in the leg 4) it's visibly circulation, the color is wrong .. white or dark blue and the temperature is wrong either ice cold or fiery hot..and red. If it were circulation you'd have said so)

Nerve pain can be due to nerve being injured or nerves being sick. An injury, again, you would know it "oh, my back hurts" or "oh, I have neck pain from that car accident" or "oh, where my leg was bitten off by a shark still hurts even when there's no leg there.. "

Sick nerves are due to a condition that needs treatment even more than the pain. These are common conditions generally: diabetes or thyroid disease. It can be from chemotherapy or alcoholism but you likely would have had to visit a doctor for those perhaps. Can be mild diabetes, although statistically it is worse diabetes, I've seen the diabetic pain more with people with mild diabetes perhaps because I don't have any patients with really bad diabetes right now. It can be from UNTREATED DIABETES. Which is the only time I've ever seen this condition be fixed. It can be from electrolytes or b12 deficiency (rarely) and these can be rapidly fixed. But generally thyroid disease or diabetes and generally it stays even when those conditions are treated.

Then, there are prescription medicines that help the pain. If it is diabetes, they are not that helpful and for all the other conditions, they are. Nerve dampers work on nerve pain. This can include any epilepsy medicine, any lidocaine, or some antidepressants that have side effects of damping down nerves (amitryptiline).

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Brief Answer:
yes, but not so common

Detailed Answer:
low iron is really common. I don't see that much peripheral neuropathy associated with it.
http://www.YYYY.nlm.nih.gov/pubmed/0000

but it appears to be a thing. This brings up a few other points besides the point that low iron certainly can be the cause of peripheral neuropathy.
1) it's fixable with taking iron (prescription dose probably required).
2) ok, menstruation is the most common cause of low iron and it isn't that serious mostly and certainly not if you aren't menstruating anymore. BUT there CAN be other serious causes of iron deficiency such as bleeding. (taking the iron, no menstruation, everything gets fixed, then not much of a problem).


3) a LOT of disorders cause peripheral neuropathy and can change menstruation (diabetes and thyroid conditions), other endocrine condtions. Severe malnutrition/anorexia/alcoholism. other severe liver or kidney disorders or blood cancer. Frankly it's only the minerals or hormones that can do this without your knowing that you are very sick (severe organ failure, cancers, starvation would be pretty obvious).

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