Burnham is an unincorporated community in Coulee Rural Municipality No. 136, Saskatchewan, Canada. The community is located on Highway 628, approximately 9 km (5.6 mi) north of Highway 363 and 15 km (9.3 mi) south of Swift Current. The name probably comes from Burnham-on-Sea, Somerset, although it's possible it may derive from another Burnham in England.