Burning of a candle involves both physical and chemical changes.
Physical change: It is a temporary change, in which no new substance is formed and the chemical composition of the original substance remains the same, even though some of its physical properties like color, state, shape, size, etc. may change.
For example, the melting of ice.
Chemical change: A permanent change in which new substances are formed whose chemical and physical properties are completely different from that those of the original substance.
For example, the burning of magnesium ribbon.
Hence, the given statement i.e. burning of a candle involves both physical and chemical changes is true.