If this planet is orbiting at one-fortieth Mercury's distance from the sun, it would be less than a million miles from its star's surface.
OK, I referred to the narrower definition of “star” - not the pre (gas cloud) and post (where its fuel is spent and it turns into a red giant, brown dwarf, neutron star, black hole, goes all supernova on ya, etc.) states.
So sue me. ;-)