Burning Smell From Exhaust. Partial or incomplete combustion usually smells like gas and the source of the smell is often the tailpipe. This is one of the most common reasons for the burning smell from cars.
There are a number of potential causes, with the more severe being worn valve. Or, if the air filter or heater is full of dust, it can create a burning plastic scent. It is also possible that oil is leaking onto the engine and burning off.
Bad burning smell for short time? Ford F150 Forum Community of Ford
If there is a burnt oil smell in the car from the exhaust pipe, this might be an indication that the catalytic converter is. Web 10) misfire or partial combustion. Web burning smell from the exhaust system. Roll the windows down immediately and pull.