What could be the cause of a burning sensation on the right leg and mostly on the foot?

Many things. Multiple things can cause a burning or prickly sensation. Common causes are diabetes, vitamin deficiencies, alcohol abuse and thyroid dysfunction. See your doctor for a proper evaluation.
Nerve Damage. Burning pain is a symptom of neuropathy . It could be due to different medical conditions as diabetes and alcoholism but since this is not in both legs or feet, it's most likely due to an anatomical condition from for example trauma, impingement.. You need to see a doctor.