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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.
If you are a smoker, and you have days when you complain âmy lungs hurtâ, this might be caused by your smoking habits. If you have increased smoking, then you might have caused inflammation to occur in your airways. A major symptom is pain when you take a deep breath.