The Collaborative International Dictionary of English v.0.48:

Sienna \Si*en"na\, n. [It. terra di Siena, fr. Siena in Italy.]
   (Chem.)
   Clay that is colored red or brown by the oxides of iron or
   manganese, and used as a pigment. It is used either in the
   raw state or burnt.
   [1913 Webster]

   Burnt sienna, sienna made of a much redder color by the
      action of fire.

   Raw sienna, sienna in its natural state, of a transparent
      yellowish brown color.
      [1913 Webster]

WordNet (r) 3.0 (2006):

burnt sienna
    n 1: a shade of brown with a tinge of red [syn: reddish brown,
         sepia, burnt sienna, Venetian red, mahogany]
    2: a reddish-brown pigment produced by roasting sienna