The most common and most likely answer to this crossword clue is the 8 letter word LIMEKILN
I've seen this crossword clue in The Daily Telegraph
L
I
M
E
K
I
L
N
More clues leading to the result LIMEKILN
Buddy explains!

The straight part
We know that "Furnace" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case furnace = limekiln.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does LIMEKILN mean?
LIMEKILN noun- A furnace used to produce lime from limestone.
- A burning sensation.