You may have internal thermal, or your eyes get infection, or inflammation. You need to consider that what's the reason on your own.
Anyway, keeping your eyes clean is always need to do at the first place. Clean your eyes with pure water or physiological saline. They use some eye drops to relive your eyes. You need to see a doctor if your eyes still feel burning the other days.
There is a small container called lachrymal sac at the top of your eyes. The lachrymal sac is full of tears, and there is a tube at the corner of our eye which link to the nose. When you yawn, the muscles will squeeze the sac and your tears will spill out. In addition to that, when you feel tired, your breathing becomes more shallow. It is the body's way of assimilating more oxygen. However, you should not take it necessary, tearing is normal because it protects your eyes and there is no way to stop the teary eyes. It is good to your body!
Yes, you can get eye burning when you yawn. This kind of condition comes from your possibly having dry eyes. You can put eye drops in your eyes 2-3 times a day, it usually can help. What's more, you can go to see a eye doctor. You can treat your dry eyes and you can have some check to see if you have some else problems in your eyes. Good luck!