Dear friend, don't worry. I often suffer from burning eyes when I close my eyes especially when I used computer for a long time. Long time of using computer will cause eye strain. The muscles around our eyes will be tightened after long time of staring at the computer screen. When I stop working, I will feel the pain in my eyes and around my eyes when I close my eyes. You can do some eye exercise to relieve your tightened muscles or apply some artificial tears to moisten your eyes.
Hey, guy! Maybe your eyes are very dry. So when you close your eyes, you will feel the pain and discomfort. Burning eyes can be caused by many reasons. But the pain persists if your burning eyes were caused by an eye infection or damage to your eyes. Burning eyes also can be a starting sign of potential eye problems. If you are suffering from some disease at the same time, I suggest you to have your eyes checked by an eye doctor to prevent potential eye problems from happening.