Well, it depends on the candle!
Some candles are counted as a liquid, so do NOT try to take them in your luggage.
Wax candles may be put in carry-on luggage, but their gel-like counterparts need to be checked.
YES!!! Most scented candles are made of paraffin wax, which is a petroleum waste product. Paraffin wax creates highly toxic benzene and toluene when burned (both are known as carcinogens).
All these toxins are added to chemicals in scented candles, which makes the toxicity even worst!