What Burns Never Returns is the third album by American math rock band Don Caballero.

The album is notable for guitarist Ian Williams' first significant experimentation with pedals and other electronic effects.

This style would be prevalent in both Williams' and the band's subsequent work.

It is the final studio album to feature guitarist Mike Banfield and bassist Pat Morris, both of whom were in the original line-up of Don Caballero.

Track 5 is a medley of the songs "Trey Dog's Acid" and "Room Temperature Lounge", both of which were released as a seven-inch single on Touch and Go Records in 1997, then re-released on Singles Breaking Up (Vol.