I've never had sex and my penis is burning?

Hot peppers?: If you eat those little hot peppers, you're likely to get a urethritis that mimcs an infectious urethritis. That's my best guess. By the way, congratulations on waiting for the right person -- it's a great gift to give yourself.

Yes peppers and...: Other possible low grade infection that are not acquired sexually. Are you circumsized? Prostate infection can mimic urethritis pain. And finally, if you masturbate, you can have traumatic urethritis!