Burning when he 💦

Okay, embarrassing question and I'd like the start out with saying, I am 100% certain neither of us have STDs and no, I don't not have a yeast infection.
Does anyone else experience extremely uncomfortable burning sensation after your man... Ya knows... in you? 
It's not all the time, but when he does sometimes it burns like hell for like a half an hour after sex. 
... Come to think of it it's the worst when I'm already pregnant... 
Has anyone else experienced this, or know what it is?Â