Just about every type of exercise entails an increased need for oxygen and, therefore, an increase in ventilation, or breathing. As fuel demands increase -- particularly in sustained, high-intensity aerobic activities such as running, cycling, or swimming -- both the rate and depth of breathing increase as the body strives to supply more oxygen to the working muscles. As a result, many people experience a burning sensation in their lungs and windpipe and may become alarmed. A variety of factors affect the degree to which people experience this sensation.
If you are new to exercising or coming back from a long layoff, your body is not yet accustomed to the rigors of intense activity, causing you to breathe harder when exerting energy. When you breathe through your mouth and not just your nose, as you must do when exercising hard, the air rushing toward your lungs tends to dry the mucus membranes in your mouth and bronchial passages, resulting in irritation and a burning sensation. With improved conditioning, you will adapt to this and feel less irritation, and the sensation, while distracting, is rarely anything to be concerned about, though you should consult a doctor to be safe.
Many people whose lungs burn while they breathe during exercise note that this condition gets worse in cold weather -- especially when the air is dry, as it often is in winter. As a result, the widespread perception that exercising outdoors is harmful to the lungs persists. In fact, even though breathing in cold air can be particularly uncomfortable, inspired air is warmed to body temperature before it reaches the lungs, so there is no danger of freezing the airways. If your nasal passages are affected, try covering the nose with a scarf or balaclava.
Infectious Illness or Environmental Agents
If you are suffering from an acute condition that originates in or affects the lungs or airways, such as bronchitis, pneumonia or strep throat, any burning sensation you experience when breathing during exercise is apt to be exacerbated. Of course, if you are ill, you should not exercise until you return to good health. In addition, if you are a smoker or exercise in an environment heavy in lung irritants, such as an industrial zone, consider removing the source of the physiological distress by moving indoors or quitting smoking.
Chronic Respiratory Disease
While a number of transient illnesses producing a burning sensation during breathing can interfere with exercise, there are also chronic diseases carrying the same effect. Among the most common is exercise-induced asthma, wherein sufferers' breathing passages constrict during exertion and produce a number of distressing symptoms, not only burning but coughing and shortness of breath. Chronic bronchitis and emphysema can elicit similar symptoms, so if you harbor any of these illnesses, talk to your medical provider to make him aware of the details of your exercise program.