If you have a burning sensation in your feet the most likely cause is nerve damage in the feet that can gradually ascend upwards if a cause is not found and reversed or treated. Therefore, it is of paramount importance to be evaluated by a neurologist who can look for reversible or treatable causes of neuropathy.
That being said, treatment of that burning sensation can start with oral neuropathic pain medications such as gabapentin or pregabalin. Other medications from the anti-seizure and anti-depressant medication classes are also often used. There are also neuropathic creams that can be rubbed onto the feet that have ingrediants such as capsaicin (a chemical from hot peppers) and topical anesthetics such as lidocaine,prilocaine or ketamine. these may be a good option for those who don't tolerate the side effects of oral medications such as sleepiness, weight gain, or extremity swelling.