In 2007, Alexander joined fellow Championship side Burnley, where he played a crucial role in their promotion to the Premier League in the 2008-2009 season. He continued to impress in the Premier League and became the oldest player to score in the division at the age of 38. After leaving Burnley in 2011, Alexander had brief spells with PNE and Fleetwood Town before retiring as a player in 2012.