The song's
music video, directed by Piper Ferguson, depicts the band performing "Burn" in a
circus setting accompanied by
acrobats,
contortionists, and other performers.[2] As the song progresses fire is introduced into the performers' acts, and they dance and perform amidst the flames.[2] Bassist
Dan Andriano is depicted playing a
double bass, though the song is actually performed using a standard
bass guitar, and drummer
Derek Grant is depicted playing a makeshift
drum kit composed of pots, pans, and other objects.[2]