His family moved to Westminster, London around 1882. During this time, Burgess joined a swimming club and swam to Battersea along the Thames. Around 1889 The Earl offered him the opportunity to set up a French branch of the motor tyre business in Paris, France where he got married. In the 1920's, he bought a summer home at Cap Gris Nez as a summer base to train English Channel swimmers from 1922 to 1934. In 1941 it was reported by the newspapers that Burgess was taken prisoner by the Nazis and held in a prison camp Stalag 142 in Bascanon, France. He was released later the same year.