I experience burning pain on penis tip?

Burning: This may be due to concentrated urine, scarring at tip from trauma, infection, or prostate infection. If it occurs every time you urinate, see your doctor.

Urethritis +/- STD: Most commonly due to inflammation at the end of the urethra, can be due a urinary infection or from vaginal or anal secretions entering the urethral opening during sex. Unlikely but occasionally can be due to so called "referred pain" from the bladder floor (called trigone) from a bladder stone. Sensation from both areas "report" to almost identical areas of brain and hence referred pain.