Following on from a relatively formal music education and a few years of involvement in Jazz, the beginning of the 1980s saw Burn thoroughly embracing freely improvised music. His pianism was almost exclusively devoted to inside playing. In 1985 the large group 'Ensemble' was formed and have subsequently made five CDs and given concerts in the UK, mainland Europe and Canada; along with a number of radio broadcasts. Burn often performed as soloist; both improvising but also playing Henry Cowell and John Cage.
In 1993 he made a CD of a selection of Cowell's piano pieces and made a programme for BBC R3. He has played numerous concerts and festivals in UK, Europe and Canada both as soloist, with Ensemble and with a host of improvisers from around the world. Since 2000 he has renewed his work in both composition and arranging; writing a number of pieces for solo piano and pieces for brass and percussion along with arrangements of improvisations by Derek Bailey and recordings of Alan Lamb. He continues to perform as both pianist and as trumpet player. In recent years he has performed twice at the Huddersfield Contemporary Music Festival with groups led by John Butcher and Simon Fell.
In addition he is participating of the Reverse Collection exhibition at the Tate Modern, Summer 2016.