Burghley made his Olympics debut in Paris in 1924, when he was eliminated in the first round of the 110 m hurdles. At the 1928 Summer Olympics, Burghley was eliminated in the semifinal of the 110 m hurdles, but won the 400 m hurdles, beating second and third placed Americans Frank Cuhel and Morgan Taylor by 0.2 seconds. At the first Commonwealth Games in 1930, Burghley won both hurdling events and also was a member of gold medal winning British 4 x 400 m relay team.
Burghley was elected to Parliament in 1931, but was granted a leave of absence to compete in the 1932 Summer Olympics, where he placed fifth in the 400 m hurdles and won a silver medal as a member of British 4x400 m relay team.
As an athlete, Burghley was a very keen practitioner who placed matchboxes on hurdles and practised knocking over the matchboxes with his lead foot without touching the hurdle. In 1927, his final year at Cambridge, he amazed colleagues by sprinting around the Great Court at Trinity College in the time it took the college clock to toll 12 o'clock. A completely distorted version of this event was presented in the film Chariots of Fire, in which the feat is credited to Harold Abrahams. In this film, Burghley inspired the character of "Lord Andrew Lindsay". He is also said to have set another unusual record by racing around the upper promenade deck of the Queen Mary in 57 seconds, dressed in everyday clothes.
Burghley made his Olympics debut in Paris in 1924, when he was eliminated in the first round of the 110 m hurdles.
Burghley was elected to Parliament in 1931, but was granted a leave of absence to compete in the 1932 Summer Olympics, where he placed fifth in the 400 m hurdles and won a silver medal as a member of British 4x400 m relay team.
Burghley is also said to have set another unusual record by racing around the upper promenade deck of the Queen Mary in 57 seconds, dressed in everyday clothes.
Burghley was ambitious on behalf of his clever second son, Robert, and not inclined to encourage a rival, especially one who possessed such transcendent abilities as those of his nephew.
Burghley and his son in law did not get on well together; one reason for the enmity which existed between them was the Lord Treasurer's refusal to intervene to save the Duke of Norfolk, Oxford's cousin, from the block.
Burghley was not successful in his schemes for the marriages of his wards, for in addition to the unhappy match of his daughter Anne, he had tried to arrange a union between his grand-daughter, Lady Elizabeth De Vere and Henry Wriothesley, Earl of Southampton, then his ward as Master of the Court of Royal Wards.