Named after a house called Cairnburn, the family home of the family home of Lt.-Col. the Rt. Hon. Samuel Herbert Hall-Thompson (1885–1954), a prominent Northern Ireland politician.
That the street from Circular Road to Glenmaghan Road at Cairnburn, be named 'Cairnburn Road'. That Mr James Taylor be informed in reply to his application of 8th inst that the Committee have named the road passing his property Cairnburn Road and cannot agree to any of the names suggested by him". (11th March 1902).
One part of Cairnburn Road had previously been called Glenfarlough Road and the other Kerr's Road.