Jonathan Paget, in his first start at Burghley, finished fifth on Clifton Lush, ending the event on their dressage score, and was 12th on his world championships horse, Clifton Promise.
Mark Todd rode Major Milestone to a brilliant clear round to finish in 14th spot, while Clarke Johnstone and Incognito III also went clear to finish 17th.
Equestrian Sports New Zealand eventing high performance leader Erik Duvander said Burghley had been a great week for the Kiwis.
"They all rode well and while it is a little disappointing with Caroline [Powell] on Lenamore, and Andrew [Nicholson] on Avebury, both taking rails, it wasn't our day,'' Duvander said.
Results: William Fox Pitt (GBR) Parklane Hawk 40.7 1, Andrew Nicholson (NZL) Nereo 45.1 2, Mary King (GBR) Kings Temptress 47.4 4, Caroline Powell (NZL) 50.8 4, Jonathan Paget (NZL) Clifton Lush 52.7 5, Andrew Nicholson (NZL) Avebury 54.8 8, Jonathan Paget (NZL) Clifton Promise 57.12 12, Mark Todd (NZL) Major Milestone 58.5 14, Clarke Johnstone (NZL) Incognito III 60.2 17, Neil Spratt (NZL) Upleadon 61.9 20, Jonelle Richards (NZL) Flintstar 72.1 27, Craig Nicolai (NZL) Just Ironic 77.5 38, Dan Jocelyn (NZL) Special Advocate 94 47, Caroline Powell (NZL) Mrs Tilly 109.2 52.