Occasionally a non-standard odorizer is added, and these may smell different when burned. Propane itself does not smell.
LP-Gas Odorization Information wrote:
Know the Odor: In order to detect if presence and prevent an explosion from a buildup of propane gas, odorant (almost always ethyl mercaptan) is added to liquid LP-Gas. Ethyl mercaptan has a distinctive order and has a high odor impact. To familiarize yourself with this type of odor you can request “Scratch and Sniff” leaflets from the National Propane Gas Association, 1600 Eisenhower Lane, Suite 100, Lisle, IL 60532, (708) 515-0600; your local propane supplier or from Chevron Phillips Chemical Company LP, 10001 Six Pines Drive., The Woodlands, TX 77380 (ATTN: Specialty Chemicals).
Propane is occasionally odorized with something other than ethyl mercaptan and it may smell different. Users should acquaint themselves with the odor of the odorized propane that they are using and should frequently make sniff tests to confirm the presence of odor in their LP-Gas. If there is ever any suspicion as to the adequate presence of the expected odor, the user should immediately evacuate the area, shut off the propane tank supply valve, if possible, and call their LP-Gas dealer, or supplier, from a place of safety. If there is a suspected leak, the user should follow this same procedure and also call the fire department from a place of safety.