Q&A

If you just had the oil changed, it may be residual oil that is burning off the engine or exhaust. Double check the oil filter and oil drain plug to be sure they are not leaking. Another common issue is that a plastic bag can stick to a hot exhaust, especially the catalytic converter and it will smell until it burs off.

I was having the same problem with my 2004 Mazda 6 and was told by the dealership I needed an upper engine rebuild at a price tag of $2800. I kept an eye on the oil and recently found a trustworthy mechanic who said he'd like to take a look at it. He did and after running compression tests and making sure the pistons and cyclinders werre all good, he was able to find the problem, it was leaking oil around the valve guides, this was happening especially on long trips when the engine would get really good and hot. So for around $600 he was able to fix the problem. So far so good, he wants me to bring it in in 2 weeks to make sure everything is holding up well and has given me a years warranty on the work. Hope this helps and I'm really hoping this fixes the problem since I was using a quart of synthetic oil every 300 miles or so.

Burning smell you noticed come from two area, I have V6 enging. First location is in Oil filter area, I had oil filter keep coming lose after seveal hundred miles of driving. just enough for the oil to drip over the exhaust manifold, cause this oil burning smell. Turn out that thread to spin the oil filter onto was not tigth and seat properly . I used Hex head wrench to tight it down and First problem went away,
other area is very likely on the cam cover gasket near firewall side. you remove this cam cover gasket, you will need to purchase additional gasket from Mazda dealer. 1) Cam cover gasket , 2) Sparkplug Gasket ( 3 Pcs), 3) intake manifold Gasket (6) . Problem is not on the Cam gasket it self but it is on matel mating surface of timing cover and engine block There is no gasket there, but I can see factory was using RTV ( sealant) to seal this two mating area. I put more sealant in this area as well as cam cover gasket to seal correctly. This little metal seam is major offender of very small amount oil will leak over the exhuast manifold and creat burning smell . When you take Passenger side wheel off and look into engine block from the opening behind suspension strut, you will see trace of oil in that tiny area directly over exhaust manifold. Once this is fix, problem went away.
It is not difficult job, but will need better tool to access some of bolt in order to get to it. hope this will help.

What you may be smelling is the burning of the clutch packs in your automatic transmission. When they overheat they put off an odor similar to that of riding with the emergency brake engauged. Change your transmission fluid and purchase an accessory transmission cooler. Get the most mileage out of your Mazda and avoid a costly transmission rebuild,...overheating of the transmission is a know defect in many Ford/Mazda product lines.