Technically most of the planet is Oxygen in the highest reductive state. Bound in ores of oxidases metals.
Second highest occurrence is silicon, also in an oxidated state as Silicon oxides. Then comes Iron and Magnesium.
None of them will burn.
What you are talking about burning is not the planet, but the biosphere. And 99.9% of the biosphere contains far too much water to actually burn.
So no. The planet does not burn. Only tiniest parts of its biosphere sometimes catch fire. And the smoke actually blocks sunlight and acts as a natural measurement against climate change.