Urgency (urge to urinate) can be caused by several things. First and foremost, a urinary tract infection should be ruled out before entertaining other causes like overactive bladder, etc. Burning sensation upon voiding is not a constant feature of urinary tract infections; sometimes, it will have no symptoms. I strongly suggest you see a doctor as soon as possible so tests can be done promptly. I do hope I have answered your question and take care always.
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