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Burke and Wills were inexperienced explorers; Burke was a police investigator and Wills was a surveyor and meteorologist. Burke was chosen to lead the expedition across the inhospitable interior of Australia so that the state of Victoria could win the reward posted by the government of Australia for finding a north-south route. The government wanted to build a telegraph line from Adelaide to the northern coast of Australia.

The two explorers left Melbourne on August 20, 1860, with many horses, 25 camels (brought from India) and 3 drivers. They would travel along the Darling River and then go north to the Gulf of Carpentaria (on the north coast). Others in the expedition included John King, Charles Gray, and William Brahe. Brahe remained at a base camp at Cooper's Creek, waiting for more men, who were delayed by months. Quarrels between the remaining men, impatience, bad timing, spring rains, and unexpected delays marred the trip.

They reached the mouth of the Flinders River (at the Gulf of Carpentaria) on February 9, 1861, but did not actually see the ocean. The swampy land prevented them from reaching the Gulf. They were very low on supplies and realized that making it back was nearly impossible, so they turned around. They had enough supplies for 5 weeks but the trip back would take 10 weeks. Gray soon died from fatigue. Burke, Wills, and King were very weak when they returned to the camp at Cooper's Creek on April 21, 1861. Unfortunately, Brahe had left the day before.

Heading home only hours behind Brahe, they were helped by Aborigines who gave them food and water. The men later killed and ate their last two camels. After more than a month of traveling since leaving Cooper's Creek, they had wandered back to it again. Again, they had just missed Brahe, who had returned to the camp to check for them. Burke, Wills, and King again wandered off, but Wills became weak, so they left him with some of the food. Soon after, Burke died (June 20, 1861). King returned for Wills, but found him dead. On September 18, 1861, King was rescued by Alfred Howitt and his party, who had been searching for the lost expedition.