You can. Just you need to go the route of a vacuum airship instead. Or go for a hot helium balloon.
While admittedly science fiction, The Clouds of Saturn by Michael McCollum explores this a bit.
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Now I want to build a hot hydrogen balloon. Put some drone motors and rotors on it from control. Then one day land it near an open flame.
A chemistry professor that I was acquainted with did this as one of his lecture demonstrations. Shakhashiri (and he's still doing it - http://scifun.chem.wisc.edu/BZSPresentations/Presents.html Once Upon a Christmas Cheery, In the Lab of Shakhashiri is going on its 47th year!). https://www.youtube.com/watch?v=_tsgh_T59gE has what you are looking for (at 3:42 though you'll likely want to start a tad bit earlier).
Well, on Saturn thered be no oxygen to combust, so hot hydrogen could work, maybe (I'm suspicious that it would be able to lift the heat source much less the equipment). Hard part would be fuel to heat it.