Persistent or progressive burning feet, however, can be a symptom of nerve damage (peripheral neuropathy), perhaps due to diabetes, chronic alcohol use, exposure to certain toxins, certain B vitamin deficiencies or HIV. Possible causes of burning feet: 1  Alcohol use disorder or chronic alcohol use. 2  Athlete's foot. 3  Charcot-Marie-Tooth disease (a group of hereditary disorders that affects the nerves in your arms and legs). 4  Chemotherapy. 5  Chronic kidney disease. 6  Complex regional pain syndrome (chronic pain due to a dysfunctional nervous system).