Burley began his professional career with Chelsea in 1989, however he didn't make his debut until April 1991 when he came on as a substitute for Kerry Dixon in a 7–0 defeat against Nottingham Forest.
He made his Celtic debut on 3 August 1997 against Hibernian, and went on to make 64 appearances scoring 20 goals before transferring back to England with Derby County on 1 December 1999 for £3 million.
At France '98 he scored the Scotland goal in a 1–1 draw with Norway in Bordeaux, latching on to a ball played forward by defender David Weir.
Burley continued to play under Craig Brown until the end of the unsuccessful 2002 FIFA World Cup qualifying campaign,[14] captaining the side in what proved to be his penultimate appearance.
After suffering injury problems, Burley won a Scotland recall against Austria in 2003 under new manager Berti Vogts but then announced his international retirement.
He was ESPN's lead Scottish football co-commentator as well as fill-in for Chris Waddle on Premier League broadcasts and studio pundit for FA Cup.