The active ingredients in Icy Hot formulations are menthol or a combination of menthol and methyl salicylate (aspirin). The ingredients cause a cooling sensation followed by a warming sensation (“icy” then “hot”) that helps bring pain relief.Click to see full answer. Simply so, what causes burning sensations in the body?Causes of burning sensations. Share on Pinterest A burning sensation can occur anywhere on the body. For example, a burning feeling in the muscles may be the result of an injury, while a burning sensation on the skin is likely the result of having come into contact with an allergen or an irritant, such as poison ivy.Additionally, does Icy Hot actually do anything? In short, the chemical properties of Icy Hot cannot penetrate deep enough into your muscles to cause any substantial healing, but they can provide a temporary relief by stimulating the nerves near your skin and blocking pain signals. Subsequently, one may also ask, what Causes Icy Hot to burn? Methyl salicylate can cause a cold or burning sensation wherever it is applied. This sensation is usually mild and should gradually lessen over time. If the burning sensation is painful or causes significant discomfort, wash the treated skin area with soap and cool water.Can you burn your skin with Icy Hot?Pain-reliever creams and patches can burn the skin, cautions FDA. Pain-relieving products applied to the skin, such as Bengay and Icy Hot, can help relieve muscle and joint aches, but in rare cases, they can cause severe chemical burns, the Food and Drug Administration recently warned.