He was born Raymond Ian Burns in Balham, London. Before joining The Damned he was in a covers band called Oasis.

Originally a member of the Johnny Moped band, Sensible joined The Damned in 1976 on the suggestion of his work colleague Rat Scabies, the band's drummer, filling a number of positions during his tenure (including bassist, lead guitarist and keyboardist), and eventually becoming the band's main songwriter following the departure of Brian James.

He left in the 1980s to concentrate on solo projects, but rejoined in 1996 after Scabies left, and co-wrote Grave Disorder, the band's first new studio album for 12 years, in 2001. He continues to tour with the band today.

Sensible had a UK number one hit in 1982 with a cover of "Happy Talk", the Rodgers and Hammerstein song from South Pacific, featuring backing by Dolly Mixture; this was later sampled for rap artist Dizzee Rascal's 2004 version of the same song.

Other songs which became hits in the UK and various European countries were Rap parody "Wot?", the anti-Christmas "One Christmas Catalogue" and anti-Falklands War "Glad It's All Over". After quitting A&M Records he continued recording for various independent labels, including Deltic Records and Humbug Records. He has also toured with his solo band Punk Floyd.

His recording of "The Snooker Song" from Mike Batt's musical The Hunting Of The Snark was used as the theme music for the BBC gameshow Big Break, and he also wrote and performed a song called "Brain's Theme" for the movie Skinned Deep in 2004.

Captain Sensible is also a member of Dead Men Walking, a supergroup featuring Mike Peters (The Alarm), Kirk Brandon (Spear of Destiny) and Slim Jim Phantom (Stray Cats).