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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.
Lungs hurt: There are several reasons that can cause pain in your lungs when breathing in or out. Trauma to the ribs can cause problems, pleurasy is another cause. Throwing emboli may be another cause.