Itching & Burning during and after breastfeeding?

Megan • Happily married. One 2015 angel baby, little girl born Sept 2016, & one due June 2019.
I have been EBF my 3 week old daughter with no issues outside the expected cracked nipples and soreness in the beginning. Just as I was healing she started to feed a lot more frequently. I noticed that my left breast will itch and nearly burn when she's nursing. Then it burns for a little after she's finished. It's an odd sensation and I figured it was just my "let down". It doesn't happen often or nearly as bad on my right breast, if at all. 
What gives? I googled and it says thrush but I'm just not sure. Any help of advice is welcome, thank you.