In 2004, Burg resigned from the Knesset and public life. He became a businessman. In 2007, a Burg-led consortium won the rights to purchase Ashot Ashkelon Industries, but the sale was cancelled by the Israeli government. Burg's attorney said that if it was cancelled since the government wanted to sell it together with Israel Military Industries (IMI), "we may bid for IMI." There had also been a review by the State Comptroller and the Israeli Police "into suspicions that was a straw-man for Ian Nigel Davis and Aviv Algor. (Davis and Algor have been indicted in a securities case, on charges of fraudulently obtaining the approval of Middle East Tube Ltd. shareholders for a 250,000-shekel monthly management fee.) The prosecutor closed the file against Burg for lack of evidence."