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Burning sensation in the body is usually seen in the allergic conditions and in conditions with peripheral nerve
Do try a dose of anti allergic medications , if the burning sensation subsides then it confirms that it could be due to allergy
and continuing the medications will cure the condition.
If the antiallergic medications do not work then you may have to get yourself examined by your treating doctor to find out the exact cause for the same.
Wish you good health.