Your stomach contains high levels of acid, designed to break down food. It is this acid which literally causes the burning. There can be a number of reasons why you are producing too much acid. The most common is simply that you haven’t eaten enough and that with nothing left to digest the acid starts dissolving your stomach lining.
This mechanism is how people get stomach ulcers. Stress can also cause the production of too much acid, as can various medical conditions and certain medications. The first thing to do is talk to your doctor to rule out other causes than hunger. The second is to make sure that you eat enough. Regular meals, and little snacks between them should help.