Hmm. I wouldn't recommend putting a hydrangea in full sun. I think you probably need to move it.
The leaves may be burning for one of two (or both!) reasons: If you are getting the leaves wet, and the leaves remain wet in that sunlight, the droplets of water act as magnifying glasses and fry the leaves. Or, it could be just that the leaves are not intended to handle full sun.
You can try watering only at the base if you have been getting the leaves wet, and see if that fixes the problem, if it doesn't, I'd say you need to move the plant to a part-sun location.