Auto Talk 101: Burning Smell in My Car - as part of the expert series by GeoBeats. If you detect a burning smell from your car you are going to want to get yourself to your automotive repair shop to get that checked out. But some of the possible causes might be these: Occasionaly you will find an oil leak from some component under the hood, perhaps a valve cover, perhaps an oil filter itself, leaking onto a hot exhaust component and that is going to smell terrible. Another more fun thing but very common issue is if you have run over a piece of plastic on the road, perhaps a floating grocery bag or trash bag, but sometimes, very often those things will stick to your exhaust system and burn plastic smell until it is burned off. Either way, it is best to have either of those conditions checked out.