Among the tactics of experimental science discussed by Sidman (1960) were those used to study transitional behavior. Drawing from his insights, this review considers an often cited but infrequently analyzed aspect of the transition from reinforcement to extinction: the extinction burst. In particular, the review seeks to answer the question posed in its title. The generic definition of an extinction burst as an increase in response rate following the onset of extinction is found to be wanting, raising more questions than it answers. Because questions of definition in science usually come down to those of measurement, the answer to the title’s question is suggested to be found in how behavior prior to extinction is maintained and measured, when and how extinction is introduced, and where in time and how behavior early in extinction is measured. This analysis suggests that a single, uniform, and precise definition of the extinction burst is misguided. Examining how each of these facets contributes to what has been described generically as the extinction burst is a small, but important, part of Sidman’s methodological legacy to the experimental analysis of behavior.