At the first Commonwealth Games in 1930, Burghley won both hurdling events and was also a member of the gold medal winning British 4×440 yards relay team.

In 1946 he became President of the International Amateur Athletic Federation (IAAF) and later acted as Chairman of the Organizing Committee for the 1948 Summer Olympics.

[1] As an IOC member and president of the IAAF, Burghley presented the medals for the 200 m at the Mexico Olympics in 1968 and appeared in some famous images of the Black Power salute given by Tommie Smith and John Carlos.

[1] The Marquess of Exeter was a descendant of William Cecil, 1st Baron Burghley, chief minister and, later, treasurer to Queen Elizabeth I.

Lord Burghley married firstly on 10 January 1929,[10] his second cousin, Lady Mary Theresa Montagu Douglas Scott (4 March 1904 – 1 June 1984), fourth daughter of John Montagu Douglas Scott, 7th Duke of Buccleuch & 9th Duke of Queensberry, and Lady Margaret Alice Bridgeman.

The character Lord Andrew Lindsay in Chariots of Fire, played by Nigel Havers, is based upon Burghley, but he did not allow his name to be used because of the inaccurate historical depiction in the film.

[17] Burghley was the first[dubious – discuss] to run the 367 metres (401 yards) around the court in the 43.6 seconds that it takes the clock to strike 12 o'clock.