Is pyrex safe to use on a gas burner?
Where do you live? European Pyrex is made from borosilicate glass, the same as in laboratory's equipment; American Pyrex is made from common soda-lime glass. 

If you are in America, don't bother trying it at all; soda-lime glass is sensitive to thermal shock. Even though it's tempered for kitchenware, it is nowhere near good enough for the burner.
In Europe, you could take your chances if you have a bowl you don't mind risking. However, there is still a significant chance that it will break on the burner some day. While I think that they use the same raw material for both kitchen dishes and laboratory test tubes (which are obviously OK on a gas burner), kitchen stuff is much thicker. This makes it much more likely to break under thermal expansion. 

If you decide to make the experiment with a borosilicate Pyrex, take care to warm it gradually, starting with a small flame, and don't pour cold ingredients into it. Proceed at your own risk. And ask yourself if you really have no pots better suited for the task.