The treatment options for burning pain in the knees and legs depend on the cause of the sensation. If the patient suffers from femoral nerve dysfunction, for example, the treatment usually involves pain medication, a weight-loss regimen for overweight patients and surgery to remove any growths or tumors, according to Medline Plus.
If the pain is caused by an infection, physicians can prescribe antibiotics or patients can soak in warm water to relieve discomfort, as reported by WebMD. Blood clots are treated with special clothing and prescribed medication, while varicose veins are treated with medication and increased movement throughout the day. Patients with burning sensations in the legs and knees should visit a doctor for a formal diagnosis.