Joseph Warren Burden, Jr. was born in Mt. Kisco, New York. His father, Joseph Warren Burden Sr., (1884–1977) was an investment banker in New York City. His mother, Margery Kathleen Maude (1889–1979), was a British actress, the daughter of the actor Cyril Francis Maude (1862–1951), and the actress Winifred Emery Maude (1861–1924)

His paternal grandfather, also Joseph Warren Burden, was the son of Peter A. Burden and the grandson of Henry Burden, who had founded an iron-making empire in Troy, New York. Henry was an inventor as well as an astute businessman, and patented machines for making nails and spikes, as well as horseshoes.

Joseph attended Groton School, Massachusetts, from 1933 until 1937, the year in which he matriculated. In his application documents, he stated that he wished to attend Oxford in his uncle’s footsteps. His uncle, John Maude, had been up at Christ Church from 1922 until 1926 and became a Judge. [Joseph stated that he wished to become an Anglican clergyman.]

He visited England with his mother and sisters on several occasions, to stay with her family; in April, 1921; September 1925; September 1927; September 1932 and in September 1935.

He came up to Christ Church on 12 October 1937 and read PPE. He was awarded a BA degree in absentia on 6 May 1943.

At the outbreak of war, he attempted to join the British Army, but because of his American citizenship, he experienced difficulties in doing so. He returned to Oxford in September 1939, when he received an invitation to join a volunteer American ambulance crew working with the French Army. Eventually, he renounced his American citizenship and enlisted in the Seaforth Highlanders. He served for a year at the rank of Private, and was gazetted 2nd. Lieutenant on 14 January 1941. He transferred to the Scots Guards with the rank of Captain.

He was killed in action in Normandy on 21 July 1944.

He is buried in the War Cemetery at Banneville-la-Campagne, Plot II. C. 5.