[1] After Eton, Burnaby was commissioned into the Royal Horse Guards and later served as a captain in the Westmorland and Cumberland Yeomanry and as a Major in the Territorial Force Reserve.

[7][8] Sybil Burnaby died on 26 May 1911, aged 39, two weeks after falling out of a window at home in Wilton Place and suffering severe injuries.

Burnaby then recruited Sir Harold Nutting, "newly rich from bottling Guinness", as joint Master, and quipped "We don't want your personality, we want your purse!"

[14] Edward, Prince of Wales, rode with the Quorn in his youth and recalled Burnaby in his memoirs of 1951: Of all the outstanding hunting personalities of the Leicestershire of those days, I shall only pause to mention one, the late Major Algernon Burnaby, the Squire of Baggrave Hall and a famous master of the Quorn Hunt.

With a weather-beaten complexion, a hawklike nose, piercing eyes, and the intellect of a statesman, Algy Burnaby kept his hard-riding field under perfect control by means of an unrivalled combination of polished wit and sarcasm.

If, for example, some of the ladies rode too close to hounds in their eagerness to keep ahead of each other, his cry of "Hold hard, all the pretty women; the others can go on" would stop them in their tracks.

"[15]Hugh Edwyn Burnaby died in December 1950, leaving a widow, Vilma Dorothea Ludourka Todenhagen, whom he had married in 1923,[3] and a substantial fortune.