Question

a gas having burning sulphur smell

Answer 1

....

Hydrogen sulfide...

hope it's help uuu

Answer 2

Burning sulfur and sulfur dioxide are essentially the same odor (unless you're burning it in something other than oxygen), and if you're anywhere nearby it doesn't so much have a smell as have an immediate effect on your nostrils.  Burning sulfur vapor makes your nose feel like it's burning and is very painful.  I don't speak from experience but I have no intention of acquiring such experience.  I would recommend staying away, strongly.  There just isn't any reason to burn sulfur anymore, even in the lab - commercial sulfur dioxide is commonly available in cylinders for anyone with legitimate scientific uses.

For the genuinely curious who don't have an urge for chemically-induced self-harm, there isn't much way to describe the smell of sulfur dioxide except to point out a ready source of sulfur dioxide that we often smell.  Most safety matches these days use a mixture of sulfur and potassium chlorate.  The smell of a burning match is mainly due to the sulfur dioxide produced upon the ignition of the sulfur and potassium chlorate on the red phosphorous used in the match strip.  So sulfur dioxide at low concentration will resemble the odor of a burnt match.  

Incidentally, this is the same odor produced by the ignition of black powder, another sulfur-containing, combustible substance - though unless you're a 15th-19th century military reenactor or an black powder hunting enthusiast, you're unlikely to get to smell black powder.

so the answer will be sulfur dioxide