I've been having a burning sensation and a tiny bit of pus comes out from time too time . What's happening ?

Where is this? Your eye? Ear? Penis? Vagina?

You are going to have to give more information if you want any kind of answer.

It sounds like an infection wherever this burning/pus is. This needs to be properly diagnosed by your doctor.

I'll guess urethra.

I'll guess urethra.

It may look like pus but unlikely but possibly a discharge tainted yellow by the strong urine from a UTI