With the new Frost Walker enchantment in Minecraft 1.9 snapshots (15w42a that was released toway), there is a fairly obvious counterpart missing - Fire Walker! I've made it using command blocks.

This is a small invention using the new 1.9 style of command blocks and Area Effect Cloud entities. If you install the schematic, press the button to get a pair of Fire Walker Boots and to set up the scoreboard needed. Or for convenicence just download the world file...