My new iPhone 6 heats up when I use it?

I got an iPhone 6 last week and I felt that the back of the phone gets hot when I use the phone. I thought it was a faulty one so I exchanged it for a new one, and the same problem happens: It heats up! Especially when I use Mobile data (3G/4G).
I have turned of location, Bluetooth etc but it still gets hot, even with a little usage

It's processor may be normal.

All electronics get hot. If it it extremely hot that might be a problem.