Burnand graduated in 1858. His family had expected that he would study for the bar, but the Burnands held the right to appoint the incumbent of a Church of England parish that became vacant, and it was agreed that he should train for the priesthood. He enrolled at Cuddesdon theological college, where his studies of divinity led him to leave the Anglican church and become a Roman Catholic. This caused a breach between Burnand and his father, but the estrangement did not last long. To the disappointment of Cardinal Manning, leader of the English Catholics, Burnand announced that his vocation was not for the church but for the theatre. Father and son were reconciled, and Burnand returned to his original plan of reading for the bar at Lincoln's Inn.