Jonathan Paget added the Burghley title to his Badminton win as New Zealand filled the top three on Sunday.
The former bricklayer scored 41.1 penalty points to become the first rider in 24 years to win both events on the same horse in the same season.
Andrew Nicholson was second and third on his mounts, with William Fox-Pitt the top British rider in fourth.
Paget, 29, will now aim to complete the Grand Slam of Eventing in Kentucky after winning on Clifton Promise.
A prize of £225,000 is available to a rider that wins consecutive Badminton, Burghley and Kentucky competitions. It has only been achieved once before, by Britain's Pippa Funnell in 2003.
Paget had been first and second going into the final day following the dressage and cross-country phases, but his second mount Clifton Lush was sore and he withdrew the horse on Sunday morning.
The Kiwi rider had two fences in hand going into the showjumping finale on Clifton Promise, and his only mistake came at the final obstacle
"Looking ahead, I need to make plans now in terms of Kentucky [April 2014]. I need to try to go out there and win it," he said.
"This has all happened a little bit quickly - winning Badminton in May is only just sinking in - but it is a very special year and I am not going to forget it."
Nicholson took the runner-up spot this time in Lincolnshire with last year's winner Avebury (46.3) and had Nereo in third (47.30).
Fox-Pitt, who was fourth on Parklane Hawk (50.3) a week after winning a bronze medal at the European Eventing Championships in Sweden, backed Paget to complete the treble.
"To win Badminton and Burghley back to back is a serious achievement," said the 44-year-old.
"He needs to enjoy the moment. It doesn't happen for many riders, but he has brought that horse on so well and I take my hat off to him."
Fox-Pitt's 2012 Olympic silver-medal winning team-mate Tina Cook was the next best-placed British rider, in 10th place.
"We are in a bit of a lull but there are young riders and young horses coming through, and we are planning for the 2016 Olympics in Rio," said Cook.
The last rider to win both Burghley and Badminton titles in the same season on the same horse was Britain's Ginny Leng on Master Craftsman in 1989. The last rider to do the double - but on different horses - was Briton Oliver Townend in 2009.