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Notes in italics from Bedfordshire and the County of Huntingdon and Peterborough by Nikolaus Pevsner (2002)
Yale University Press, New Haven and London

... Burghley has the exciting skyline of Henry VIII's Hampton Court or the Richmond and Greenwich of the earlier Tudor period. Its short square towers, ogee-capped turrets, frilled balustrade, and countless tall chimney-shafts in the form of Tuscan columns are unforgettable, even if they will not easily be remembered in detail. ...

The building is mostly of Barnack stone, three storeys high and characterized by even, large unadorned, mullioned and transomed windows. They are the 'continuo' which sets off the variety of the other motifs. The style of the whole is uniform in spite of the variety of elements and motifs, except for the E range (not shown) which is clearly older than the rest, though equally clearly not much older. ...

The West Front ... is more conventionally Tudor in plan than the S and N fronts. The motif of the gatehouse, higher than the rest, and with four yet higher polygonal turrets, is familiar from Hampton Court, St James's Palace, Layer Marney, and so on. The square angle projections occur e.g at Syon House and Osterley Park c.1550-75. The even fenestration .. and the bay windows in the recessed portions of the wall between the angle projections and the gatehouse, connect these later fronts of Burghley with the slightly earlier Longleat. The openwork cresting also can be compared with Longleat motifs. ... 
The South Side is quieter in its rhythm. In the middle it has on the ground floor a nine-bay arcade, originally open, but closed in the late C17, and in its centre provided with a late C17 segmental pediment. ... 
The North Facade was completed last. It has a date 1587. Its centre is the unique motif of a triple projection. The first step is square on the ground floor and treated as a loggia with open arches to N, W, and E, but a quarter-circle above; the second is a normal step; the third rectangular on the ground floor and a semicircular bow above. The portal has Tuscan columns. And whereas the N facade (like the S side) has a plain balustrade at its top (cf. Somerset House and Longleat), the bow and the quarter-circle have a varied, more fanciful cresting with little obelisks.
To the l. of the N facade is a low projecting wing ending in a four-storeyed tower with an octagonal fifth storey and a cap. A corresponding wing to the r. was pulled down, probably in the C18. ...