Burnaby had a varied career with The Blues & Royals Squadron of The Household Cavalry Mounted Regiment.
He started with State and Ceremonial work and later progressed to The Household Cavalry Training Wing (HCTW) in riding school. He was taken off parade duties due to his cheeky nature and became a full time riding school horse. He has helped the weakest and strongest of riders through riding school and helped them progress through the 12 week Mounted Dutymen riding course, to become fully fledged Mounted Dutymen Class 3 level riders. Burnaby was a horse that was described as a perfect school master. In his earlier years at The Household Cavalry Mounted Regiment, Burnaby took part in occasions such as HM The Queen’s Birthday Parade, Golden Jubilee, and The Royal Wedding in 2011.