"We've been working on this a little bit to try to get some men to understand that they've got to put the 'machoism' aside," the three-time NHL coach of the year said before the walk.
Burns, 55, said men have to get tested for prostate cancer since one in seven Canadians will be diagnosed with it.
"Being a cancer patient myself, I know how important it is," said a fit-looking Burns between signing autographs for fans. "Men are a little but lazy when it comes to those things."
His 13-year NHL coaching career was cut short during the 2003-04 playoffs when he was diagnosed with colon cancer. In 2005, the disease struck a second time, this time in his liver.
The Montreal native had two major surgeries and chemotherapy to fight the cancer.
"This has been the biggest challenge of my life," he said. "Walking out of that doctor's office after he had told me (about the cancer) was a real taste of reality. It was a real slap in the face."
But these days, the former NHL head coach in Montreal, Toronto, Boston and New Jersey said, he's in "great shape."
"I've been through some rough times, but right now I feel good about everything," said Burns, a consultant with New Jersey.
More than 200 walkers and sports celebrities joined Burns for the four-kilometre Walk of Courage, which also raised funds for prostate cancer research.
Participants of all ages descended a winding gravel trail from Mount Royal's picturesque Beaver Lake. Representatives from Montreal's professional teams, including the CFL's Alouettes, NHL's Canadiens and the United Soccer League's Impact joined the march.
The event was organized by Procure, a non-profit organization dedicated to the fight against prostate cancer.
Another walker who got an early workout signing shirts and hats was Montreal Canadiens legend Guy Lafleur.
"My dad died from cancer and a couple of my uncles too, so it's something you look at and worry about eventually," said Lafleur.
"It's something that affects a lot of people." Lafleur said more people need to talk about prostate cancer and those battling through it should be encouraged.
Father Tom McEntee was diagnosed with the disease and said it's localized at the moment. He knows many others who are fighting prostate cancer.
"I guess I'd be here whether I had it or I didn't have it, so I'm glad to support the cause," McEntee said as he watched walkers warm up to music before the march.
The Montreal priest said word of the diagnosis from his doctor hit hard. "I cried," he said. "That's all I can say."