No, eye masks are not supposed to burn. If an eye mask is causing a burning sensation, it is likely due to an ingredient or combination of ingredients that may be irritating to your skin. It is important to note that everyone's skin is unique, and what works for one person may not work for another. If you experience any discomfort or irritation while using an eye mask, it is best to discontinue use and consult with a dermatologist or skincare professional for further advice.