Thanks for your query.Based on the facts that you have posted it appears that you have burning sensation while passing urine immediately after sex.
This is normal to have burning while passing urine after sex as the entire urethra
remains congested for few hours due to increased blood flow to penis during erection and ejaculation.
Please drink more water so that your urine would be dilute and help in free passage without getting pain.
There is nothing to worry about it .
Please exclude UTI by doing your routine urine test.