'Burnham' means the homestead on a stream.
The Old English name was first recorded in the Domesday Book of 1086 as Burneham. The station, half a mile south of the village, opened in 1899 as Burnham Beeches – the name of the old beech woodland nearby. It was Burnham (Bucks) from 1930 and has been plain Burnham since 1975.