What causees a burning feeling in lower leg with no pain?

Possible a nerve: Extremity nerve compression problems, tendinits or knee problems could cause your symptoms. More likley the burning down the leg could be from sciatica. Sciatica is due to low back issues such as arthritis or disc herniation compressing the sciatic nerve/branches. If symptoms persist or you develop any weakness/paralysis in your lower extremities then seek attention immediately in an er.