Best known for his figure and landscape paintings, Burn was born in Middlesex. After serving in the British Army, Burn attended the Slade School of Art between the years 1918 to 1922. His first exhibition was held at the Goupil Gallery in 1926, the same year in which he became a member of the N.E.A.C with whom he also exhibited. Burn became director of the School of the Museum of Fine Arts, Boston, USA in 1931. His last notable exhibition was held at the Royal Academy in 1962.