In this paper, we introduce the problem of finding an orientation of a given undirected graph that maximizes the burning number of the resulting directed graph. We show that the problem is polynomial-time solvable on Kőnig-Egerváry graphs (and thus on bipartite graphs) and that an almost optimal solution can be computed in polynomial time for perfect graphs. On the other hand, we show that the problem is NP-hard in general and W[1]-hard parameterized by the target burning number. The hardness results are complemented by several fixed-parameter tractable results parameterized by structural parameters. Our main result in this direction shows that the problem is fixed-parameter tractable parameterized by cluster vertex deletion number plus clique number (and thus also by vertex cover number).