Another area of interest for Gary Burghoff is music. When he was 13, Gary played with his first band which was a Dixieland Jazz band. Gary played drums and sang in the Bud Wilber Orchestra in Milwaukee clubs while he was a sophomore in high school. While studying acting in New York City, he formed "The We Three" trio which achieved some success; he sang at The Duplex, the Nag's Head Inn, and other night spots. Gary has written over 100 songs and won the American Society of Composers, Authors and Publishers (ASCAP) Award for Excellence three times.

Playing the drums, Gary recorded an album with some fellow jazz musicians under the name "Gary Burghoff and his Mardi Gras Celebration Jazz Band." The musicians included several from Pete Fountain's band. It was recorded soon after his departure from the TV show M*A*S*H in the New Orleans area. Fans of M*A*S*H may recall that Gary played a couple of musical instruments in various episodes. Although in character as Radar Gary played the bugle the most, he also played the drums and the piano. He played the drums in episodes "Dear Dad...Again" and "Showtime," including a drum solo in the latter. He played the piano in the opening scene of "As You Were" and during the wedding in "Margaret's Marriage." In several episodes he played the bugle for revelrie (sometimes in tune, sometimes not...remember it's a comedy).

In the original production of the Off-Broadway show You're a Good Man, Charlie Brown, Burghoff had the role of Charlie Brown. Gary's voice can be heard on a number of tracks on the original recording from the show.

"You're a Good Man, Charlie Brown"	"Just For Fun"