"Burn" was covered by American country singer Jo Dee Messina for her third studio album Burn. It was released as the second single in October 2000, and peaked at #2 on the US Country charts in February 2001.
A music video was released for the song directed by Thom Oliphant. The video follows a medieval theme, with scenes of people dressed in renaissance garb. Messina is shown singing the song with a castle in the background, inside a room of the castle, and sitting on the ground. During parts of the chorus, Messina is standing inside of a cloud of fire.