Does botox cause burning sensation on scalp?

It sure could.: Botox injections in the scalp are usually done for treatment of migraine headaches (by paralyzing trigger muscles), and the scalp is highly vascular, so needle pokes can cause stretching and bruising felt as "burning." this should be temporary and is of no concern otherwise.

Nerve blockade: Botox works by blocking the action of the nerve transmitter. A burning sensation could actually reflect damage to the nerve or localized swelling with nerve irritation.