After moving to New York City in 1935, Burke began art classes at Sarah Lawrence. She also worked as a model in art classes to pay for that schooling. During this time, she also became involved with the Harlem Renaissance cultural movement through her relationship with the writer Claude McKay, with whom she shared an apartment in the Hell's Kitchen neighborhood of Manhattan. The relationship was brief and tumultuous – McKay would destroy her clay models when he did not find the work to be up to his standards – but it introduced Burke to an artistic community that would support her burgeoning career. Burke began teaching for the Harlem Community Arts Center under the leadership of sculptor Augusta Savage, and would go on to work for the Works Progress Administration on the New Deal Federal Art Project. One of her WPA works, a bust of Booker T. Washington, was given to Frederick Douglass High School in Manhattan in 1936.