The New York Mets selected Burnett in the eighth round of the 1995 Major League Baseball draft. He was traded to the Marlins with Jesús Sánchez and Robert Stratton for Al Leiter and Ralph Milliard before the 1998 season when the Marlins dismantled their 1997 World Series championship roster. He was first called up to the Marlins from Class AA Portland in 1999, despite having a record of 6–12 and an ERA of 5.52 with Portland.

Burnett played parts of 1999 and 2000 with the Marlins; his first full regular season with the Marlins came in 2001, when he went 11–12 with an ERA of 4.05. On May 12, 2001, Burnett pitched a no-hitter against the San Diego Padres in a 3–0 victory, striking out seven and walking nine. His game-worn cap and a baseball from the game are on display at the National Baseball Hall of Fame and Museum. On September 7, 2001, Burnett threw a warm-up pitch that accidentally struck the window of a moving pick-up truck.

In 2002, he held an ERA of 3.30 and finished with a 12–9 record and 203 strikeouts, career bests that he did not top until 2008. He threw the fastest fastball of all major league starters in 2002, averaging 94.9 miles per hour (152.7 km/h).

In 2003, Burnett was limited to four starts before missing the rest of the season due to Tommy John surgery. He spent the postseason on the injured reserve list until the Marlins won the 2003 World Series against the Yankees. He returned in June 2004 and made 19 starts for the Marlins, going 7–6 with an ERA of 3.68. Even during 2004, his first season back from having the surgery, he was able to throw 102 miles per hour (164 km/h). He was shut down for most of September 2004 due to a less serious elbow injury.

The 2005 season was Burnett’s last with the Marlins before he became eligible for free agency. As former teammate Carl Pavano had done in the 2004 off-season, he wanted to test the market rather than take whatever new contract the Marlins gave him. Since he was likely to price himself out of the Marlins’ budget, he was sought after by several other teams before the July 31 trade deadline, but he ended up not being traded.

On September 27, 2005, Burnett was asked by the Marlins to leave the team. The request came a day after he made comments criticizing the organization: “We played scared. We managed scared. We coached scared”, he told reporters following the Marlins’ 5–3 loss at Turner Field. “I’m sick of it, man. It’s depressing around here. A 3–0 ballgame, I give up one run and leave guys on base, it’s like they expect us to mess up. And when we do, they chew us out. There is no positive, nothing around here for anybody.”

He threw the fastest fastball of all major league starters in 2005, averaging 95.6 miles per hour (153.9 km/h).

Burnett had criticized McKeon for not allowing the team’s less experienced players to have much playing time. Although probably not because of Burnett’s comments, McKeon decided to let rookie Josh Johnson, a September call up from the Class AA Carolina Mudcats, make the first major league start of his career on September 30, 2005. Previously, Burnett was scheduled to make his last start of the year at that game.

Burnett was activated on April 15, 2006, and made a start against the Chicago White Sox, giving up four runs in six innings of work. In his next start, against the Boston Red Sox, Burnett was removed from the game after only four innings due to soreness in his right arm. He would end up on the disabled list again, this time for over two months. Burnett finished the 2006 year on a strong note however, finishing the season with a 10–8 record and a 3.98 ERA.

The 2008 season started off with frustration for Burnett due to a right index finger injury he suffered during the offseason, the nail of the index finger partially torn after it was caught in a closing car door.

On December 18, 2008, Burnett signed a five-year $82.5 million contract with the New York Yankees. On June 20, 2009, in the third inning of a game against the Florida Marlins, he pitched an immaculate inning, striking out all three batters on three pitches each. He became the 39th person to achieve this feat.

Burnett faced considerable control problems in his career. He led the major leagues in wild pitches twice and hit batters once. However, Burnett was also a good strikeout pitcher; he led the American League with 231 strikeouts in 2008.

On October 9, 2009, Burnett made his postseason debut in a win against the Minnesota Twins in Game 2 of the American League Divisional Series, in which he earned a no-decision. On October 17, he pitched a no-decision in Game 2 of an American League Championship Series win against the Los Angeles Angels of Anaheim. Burnett made his first career World Series start in Game 2 against the Philadelphia Phillies on October 29, and earned his first career post season win by pitching seven innings, recording nine strike-outs and allowing only one run. However, in Game 5, he set a record when he hit Shane Victorino in the first inning, his fifth hit batter of the 2009 postseason. The Yankees would go on to win their 27th franchise championship by beating the Phillies in 6 games, giving Burnett his second career championship ring.

Burnett and his wife, Karen, have two children, Ashton and A. J. Jr. In December 2010, it was reported on ESPN that Burnett and his wife were divorcing. Burnett denied the report.

Burnett struck out four batters in one inning, becoming the first Yankee to accomplish this rare feat. This occurred in the 6th inning of a game against the Colorado Rockies on June 24, 2011.

In the 2011 American League Division Series against Detroit, the Yankees, facing elimination, turned to Burnett to pitch Game 4 at Comerica Park. Burnett threw 5 ⁄3 innings, giving up just one run despite four walks, and the Yankees won 10–1, shifting the series back to Yankee Stadium for a decisive Game 5. The Yankees ended up falling to the Tigers, 3–2, in that contest. Burnett’s 2011 season was not much better than his 2010 campaign, as he finished with a record of 11–11, a 5.15 ERA, and a WHIP of 1.44.

On March 1, 2012, Burnett was injured during batting practice, taking a bunt to the right cheek bone. The orbital fracture required surgery to determine the extent of the injury and duration of recovery, and it was reported that Burnett would be out for at least 2 to 3 months. On April 6, 2012, Burnett began his rehab stint pitching for the Pirates High-A affiliate, the Bradenton Marauders. He made his first start for the Pirates on April 21 against the St. Louis Cardinals.

Burnett became a key component of the Pirates success early in the 2012 season. On June 28, 2012, Burnett became the first Pirates pitcher since Dock Ellis in 1974 to win eight games in a row, moving his record to 9–2 with a 3.31 ERA. He also became a leader in the clubhouse, using his experience to groom the young Pirates pitching staff. Heading into the All-Star break, Burnett had a 10–2 record, 3.68 ERA and the Pirates had won 12 games in a row in which Burnett was the starting pitcher.

On July 31, 2012, Burnett pitched a complete game one-hitter in a win against the Chicago Cubs at Wrigley Field. Burnett came within four outs of pitching his second career no-hitter, but gave up a pinch-hit single with two outs in the eighth inning to rookie Adrian Cardenas, who was called up earlier that day. He improved his record to 13–3, the first time in his career his pitching record was 10 games above .500 and second-best win total of his career. On August 5, 2012 Burnett was named the NL Player of the Week for the first time since 2005. On September 23, 2012, Burnett became the first Pirates’ pitcher to win at least 15 games in a single season since Todd Ritchie (15–9) last accomplished the feat in 1999. Burnett would finish his first season in Pittsburgh with a record of 16–10, ERA of 3.51, 202.1 innings pitched with 180 strikeouts and 62 walks (his lowest number of walks since his injury shortened 2006 season), and a WHIP of 1.241.

On April 1, 2013, Burnett tied Bob Veale (1965) and John Candelaria (1983) for the franchise’s opening day record with 10 strikeouts in a 3–1 loss to the Chicago Cubs. On June 13, 2013, Burnett was placed on the 15-day DL due to a Grade 1 calf tear; he returned on July 7. Burnett would finish the 2013 season, with a 10–11 record despite an ERA of 3.30 in 30 games started, 192 innings pitched with 209 strikeouts (his most since 2008 and the second highest season total of his career) and 67 walks, and a WHIP of 1.215. After the Pirates were eliminated from the postseason, Burnett stated that he would either return to Pittsburgh, or retire. Burnett remained a free agent as spring training got underway, and this is when he made his decision to play, rather than retire. Although he decided to play, it would not be with the Pirates. Burnett signed a contract with the Philadelphia Phillies.

On February 16, 2014, Burnett signed a one-year, $15 million contract with the Philadelphia Phillies. The deal included a mutual option for the 2015 season and a limited no-trade clause. On April 27, 2014, it was revealed that Burnett was diagnosed with an inguinal hernia. He received a cortisone shot to see if he could forgo surgery until the end of the season. He ended the 2014 season 8–18 with a 4.59 ERA. His 96 walks issued and 18 losses each led the Major Leagues.

On November 3, 2014, Burnett declined his $12.75 million player option, making him a free agent. This came a day after his mutual option of $15 million was declined by the Phillies and Burnett.

On November 14, 2014, Burnett signed a one-year, $8.5 million contract to return to the Pirates, announcing that the 2015 season would be his last. On July 6, 2015, he was selected for his first All-Star team. On July 11, in a game versus the Cardinals, Burnett hit a solo shot, his 4th total home run. Burnett was placed on the 15 day DL with elbow inflammation on July 31 and returned to the active roster on September 10.