This paper presents a systematic study on using the burst mode ablation to limit the heat-affected zone (HAZ) while maintaining a high ablation efficiency using a high-power industrial picosecond laser with burst fluence larger than 10 J/cm2. An extended three-dimensional two-temperature model (3D-TTM) was employed to study the mechanism of the HAZ development and to predict the ablation efficiency with experimental validation. The essentiality of including the lattice heat conduction to predict accurate HAZ was discussed. The effect of the number of pulses per burst and pulse-to-pulse separation time was investigated. The optimal number of pulses per burst was obtained by using the 3D-TTM for copper and stainless steel. The 3D-TTM suggested that by using the optimal number of pulses per burst, a maximum reduction of 77% and 61% in HAZ could be achieved for copper and stainless steel respectively. And the corresponding ablation efficiency will be increased by 24% and 163% for copper and stainless steel at the same time. This study showed that burst mode laser machining at high fluence is an effective way of increasing efficiency while limiting the HAZ.