She’s heading over to CNN, and Wall Street (and the BI) is pretty sad about it.
Of course we were feeling very nostalgic, so we put together our favourite Burnett moments from the past few years.
Of course, her camel and hula-hooping stylings are in there.
As well as a little-known and so-Erin exchange with Conan O’Brien.
It wasn't on CNBC, but we had to include it. Erin appeared on Late Night with Conan O'Brien and realised that the security tag was still on her dress.
Of course she took it all in her stride, and even made Conan chuckle with this line: 'It just goes to show... that we are in a recession, just take the clothes.'
Conan responded: 'Sound financial advice from Erin Burnett.'
After Michelle Obama made headlines by being really good at hula hooping in 2009, Erin tried it out.
She wasn't great at it, Erin Burnett, and kind of didn't really get it going at all. In her defence: Erin was wearing a tight skirt that went below her knees, hindering her ability to really get the hula movement down right.
In 2009, at the height of the 'Jon & Kate Plus 8' craze, Erin appeared on the Today show, and tried on a wig that was inspired by Kate Gosselin.
At the time, John Carney wrote: 'Sometimes we think that the crew of the Today show are hazing the CNBC anchor, making her humiliate herself just to prove she'll do anything to get on the big network. She's a good sport for putting up with all of this.'
When PIMCO boss Bill Gross appeared on CNBC, Erin read out a line from one of his investor letters: 'Bill, you wrote this morning: She's so fine, there's no telling where the money went. Robert Palmer inspired you because, I guess, America's sort of like that irresistible woman.'
And then they danced, side-by-side.
Insurance company Aflac had a representative appear on CNBC in Februay of 2010. And they brought along a duck.
A real, live duck!! And tried to get Erin Burnett to feed it as it quacked throughout the segment.
Sadly, the clip was taken down, but trust us, it was funny.
In March last year, Erin reported from the Temple of Petra in Jordan, and she got particularly excited when she got to play with a camel that were chugging on the CNBC crew's water bottles at the site.
In September last year, EuroPacific's Michael Pento appeared on CNBC to talk about the US bond market. And during the debate, in which there was some yelling and talking over each other -- pretty standard stuff -- Erin yelled at him: YOU ARE SO RUDE right at the :37 mark.
Then after he finished his point, she lectured him more, prompting a massive eye-roll.
Rapper 50 Cent went on CNBC live from the Consumer Electronics Show, where he was plugging a new brand of headphones -- he was plugging the penny stock all over Twitter.
Erin was obviously star-struck.
The waterworks begin at 1:43 when Mark Haines takes Erin Burnett's hand and gives a heartfelt goodbye speech with his voice cracking the entire time. 'You are the best... We're gonna miss you a lot,' Haines said to Burnett.
And Erin began to tear up. And so did we.
Goodbye Erin, we'll miss you!!
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