Burnside graduated from West Point and was commissioned as a second lieutenant in the 2nd U.S. Artillery. He was immediately sent to Mexico during the Mexican-American War, although the war ended shortly after his arrival, and he saw no active combat.

Burnside served on the western frontier, primarily in New Mexico, participating in campaigns against Native American tribes. He gained valuable experience in logistics, scouting, and leadership in difficult conditions. He was wounded in an engagement with Apaches in 1849.

Burnside was promoted to the rank of First Lieutenant in the 3rd U.S. Artillery in recognition of his service and performance on the frontier.

Burnside resigned his commission in the army in 1853. This decision was prompted by several factors, including a desire to pursue business ventures and a lack of financial security as an army officer.