Urethral 320 × 256; MB Vaginal fingering in 4,000 × 3,000; MB Vivian Schmitt & Jenna Jane @ Salon Mutzenbacher 2010 3,210 × 2,658; 428 KB Unless the masturbation is quite aggressive I don''t see how the urethra can be injured. A burning sensation is more likely to be due to prostatitis or urethritis unrelated to the masturbation. Some people stick things down their penises and depending on the object and the circumstances, that could cause some urethral irritation.