Burnham trained for ordination at St Stephen's House, Oxford, although following ordination he had issues with committing to the priesthood and leaving music, a great passion of his which formed a major part of his life. He was chorus master of the Nottingham Harmonic Society from 1973 to 1985. The Bishop of Southwell therefore suggested that he became a non-stipendiary priest. However, his wife eventually persuaded him to devote himself to full-time ministry. From 1983 to 1985, Burnham was honorary curate in Clifton in the Diocese of Southwell as a non-stipendiary priest. In 1985 he became curate at St. John the Baptist Church, Beeston, in the same diocese from 1985 until 1987. He then became vicar of the Church of St. John the Evangelist, Carrington, leaving in 1994 following his appointment as Vice-Principal of St Stephen's House, Oxford, a position he began in 1995. On 12 September 2000, Burnham was announced as the third Bishop of Ebbsfleet, a provincial episcopal visitor who provides episcopal oversight for parishes that reject the ministry of women who are priests. The appointment was confirmed by Letters Patent issued by Elizabeth II on 22 November 2000.
Ministry in the Roman Catholic Church
On 8 July 2008, Burnham announced his intention to lead his Anglo-Catholic parishioners into unity with the Roman Catholic Church because of disagreement about provision for those opposed to the proposed ordination of women as bishops in the Church of England. In a column in the Catholic Herald, Burnham asked Pope Benedict XVI to provide a way for his parishioners to join him in the move. On 8 November 2010, Burnham was one of five Anglican bishops who announced their resignations and their intention to join the proposed personal ordinariate in England and Wales. His resignation took effect on 31 December 2010. Burnham was received into the Roman Catholic Church at a Mass at Westminster Cathedral on 1 January 2011. Also received at the same ceremony were Keith Newton and his wife, John Broadhurst and his wife, Judith, and three former sisters of the Society of St Margaret — Carolyne Joseph, Jane Louise and Wendy Renate. On 13 January 2011, he was ordained to the diaconate with two other former Church of England bishops, John Broadhurst and Keith Newton. Two days later, on 15 January 2011, they were also ordained to the priesthood together. On this date the Personal Ordinariate of Our Lady of Walsingham in England and Wales was also officially established. On 17 March it was announced that Burnham had been appointed a Prelate of Honour by the Pope., he is the parish priest of St Mary's Church, East Hendred, Oxfordshire.