Julia began dancing at a young age with various community groups in Alexandra Township. Burnham did Modern dance and Traditional dance forms which influenced her to join Moving Into Dance Mopharong (MIDM), where she later progressed to be a full time company member. She has worked with various choreographers and earned an award for best upcoming dancer for the Joburg City Festival. She took part in the first crossings project and the FIFA World Cup Concert for artists like Shakira, Black Eyed Peas, Lira and Hugh Masekela.

Burnham has toured in various countries like Switzerland, France, Germany, London, Australia, Columbia and Italy with the work of Robyn Orlin whilst at MIDM. In 2014 she joined Vuyani Dance Theatre where she worked closely with Gregory Maqoma and Luyanda Sidiya. She has taken part in the Metro FM Awards with various South African artists, appeared in Kudu which is a collaboration between Vuyani Dance Theatre and Eric Trufaz and the Quartet. She has also performed at the Presidential Inaugurations, appeared in Full Moon and Ketekang, directed by James Ngcobo, and various other gigs. In 2016 Julia choreographed her own work titled Something Black and Yellow, which was staged at the Market Theatre.

In 2017 she attended the choreographic residency at the American Dance Festival and choreographed a work titled Colour Blind for the ADF students at Duke University. Later that year, she choreographed a tribute work called Matlou, which was staged at the Apartheid Museum. She has done various workshops with William Kentridge and is now a part of The Head & The Load project. She has branched out into commercial work as well and has done adverts for brands like Stumbo Stomp and Castle Lager.

Julia is currently a freelance performing artist and the founder of Black Jaguar Holdings.