Burkitt lymphoma (BL) occurs as three subtypes: endemic BL, immunosuppression‐related BL and sporadic BL. Descriptive studies of BL age‐specific incidence patterns have suggested multimodal peaks near 10, 40 and 70 years of age, but the risk factors for BL at different ages are unknown. We investigated risk factors for BL in the United Kingdom among 156 BL cases and 608 matched BL‐free controls identified in the Clinical Practice Research Datalink (CPRD) between 1992 and 2016. Associations with pre‐diagnostic body mass index, cigarette smoking, alcohol consumption, hepatitis, Epstein–Barr virus (EBV), human immunodeficiency virus infection and acquired immune deficiency syndrome (HIV/AIDS), malaria, allergic and autoimmune conditions, and prednisone use were evaluated. Overall, we identified inverse associations between smoking and BL risk, and positive associations between prior EBV infection, HIV/AIDS and prescription or use of prednisone with BL risk. In age‐group stratified analyses, BL was associated with malaria exposure (vs. no exposure, odds ratio [OR] 8·00, 95% confidence interval [CI] 1·46–43·7) among those aged 20–59 years old and with hepatitis infection (vs. no infection, OR 3·41, 95% CI 1·01–11·5) among those aged 60+ years old. The effects of EBV, malaria, HIV/AIDS, prednisone and hepatitis on BL remained significant in mutually‐adjusted age‐group‐specific analyses. No risk factors were associated with childhood BL. We report novel associations for BL in non‐endemic settings.