Condoms HURT?!

Okay ladies- I have a problem. Every time my fiancé and I use condoms, I have a severe burning feeling. We can use a ton of lube too and it still feels like I’m on fire. If we don’t use a condom, I feel fine! It’s great! So what’s going on? I’m thinking latex allergy but I feel like I would know by now through gloves and things.