Flea bites can be very painful and can cause a burning sensation on your skin in the area surrounding the bite.
If the skin is broken due to scratching or biting of the flea bites (in the case of animals), an infection can set in that can cause blistering which is sometimes accompanied by a discharge of liquid.
If the flea bites are blistering, it is best to seek the help of the doctor or veterinarian because it is quite likely that antibiotics will need to be prescribed in order to stem the infection.
The burning sensation of flea bites can be helped by applying a topical aloe vera lotion or calamine lotion.