After six years and over 100 shows, Burns departed Blue's Clues in 2002. His role in the show "was beginning to chafe" after five years and he left to pursue a music career. Johnson said that "what made Burns a great children's host was that 'he didn't want to be a children's host ... He loved kids, but he didn't want to make a career out of it.'" Burns himself stated, tongue-in-cheek, "I knew I wasn't gonna be doing children's television all my life, mostly because I refused to lose my hair on a kid's TV show, and it was happenin' — fast." The day after he finished filming his final episode of the show, he shaved his head, something he wanted to do for many years, but the show's producers would not let him.
Burns' departure caused a resurface of the rumors that had circulated about him since 1998. As Burns said, "The rumor mill surrounding me has always been really strange." These "specious claims" included dying from a heroin overdose, being run over by a car, and being replaced, like Paul McCartney of The Beatles, by a look-alike. Some viewers claimed that "clues" regarding Burns' demise were placed within the show. Burns made an appearance on The Rosie O'Donnell Show to dispute these rumors, and he and co-creator Angela Santomero appeared on Today to help parents a.ssuage the fears of children who might have heard the rumors.