Burning after sex..?

I know I’ve read posts about it before but I cannot remember what people had said about it..

But I’m 33+5 weeks and my fiancé and I had sex for the first time in weeks and it wasn’t too painful during(as in it hurt in the beginning for a second and stopped) but afterwards it left this burning sensation.. does anyone know what might have caused this? There’s no blood or anything but burning pain