George Burr had early art instruction from his mother, and when he was ten, moved with his family to Cameron, Missouri, where his father bought a hardware store. During this time, Burr began experimenting with producing etchings. In December of 1878, Burr left for Illinois to attend the Art Institute of Chicago but by April of the following year, Burr had moved back to Cameron. These few months would be his only formal training.
In Missouri, Burr married Elizabeth Rogers in 1894, and the following year he became an instructor for a local drawing class.
By the late 1880s, Burr was employed as an illustrator for Harper's, Scribner’s and Leslie's Weekly. He spent a few months in New York City for The Observer and in 1892 began a commission for the Metropolitan Museum of Art to illustrate a catalog of Heber R, Bishop’s bronze and jade collection. He completed approximately 1,000 etchings for the catalog. The money he made from this and other Bishop commissions allowed him to travel in Europe for four years, and he did hundreds of sketches there.
In search of a better climate for his health, he moved to Denver in 1906, but he and his wife spent their winters in the deserts of New Mexico, Southern California, and Arizona. From these travels, he did his most famous etchings, a series called Desert Set. He settled in Phoenix in 1924, and lived there until his death in 1939 at age eighty.