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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.
Pulmonary embolism is the most feared cause of chest pain when breathing. Pulmonary embolism is caused by blood clots that go to the lungs mostly from veins in the leg and get lodged in the blood vessel of the lungs. They can produce inflammation in the lungs that can irritate the nerves in the pleural membrane.