Nevertheless, Caldwell was later featured eight times since returning before suffering a thigh injury that saw him substituted in the 16th-minute substitute, in a 1–0 loss against Preston North End on 30 December 2006. In the January transfer window, he was linked with a move away from the club: Sunderland accepted bids from Championship rivals Burnley and Coventry City. It came after when Manager Keane revealed that the contract talk between the club and Caldwell collapsed. Caldwell was then stripped of Sunderland's captaincy due to his imminent departure from the club. Burnley It was agreed on 25 January 2007 that Burnley agreed to sign Caldwell from Sunderland. However, the move was in doubt and expected to see out his contract for the rest of the 2006–07 season. But the move was back and it was completed minutes before the transfer deadline in January 2007. He signed a three-and-a-half year deal at Turf Moor for an initial £200,000, with a further £200,000 would be payable to Sunderland at a later date. Caldwell made his Burnley debut, starting the whole game, in a 3–1 loss against Queens Park Rangers on 3 February 2007. After the match, Manager Steve Cotterill praised his debut performance. This was followed up by captaining the club for the first time against Sheffield Wednesday, as they drew 1–1. Since making his debut for Burnley, he quickly became a first team for the side, playing in the centre–back position. Caldwell was also named as the club's captain and endeared himself to the team's fans with his uncompromising tackling and commitment. He then helped Burnley keep four consecutive clean sheets between 31 March 2007 and 9 April 2007. At the end of the 2006–07 season, Caldwell made seventeen appearances in all competitions. In the opening game of the 2007–08 season against West Bromwich Albion, however, Caldwell suffered a hamstring injury and was substituted in the 31st minute, as Burnley lost 1–0. It wasn't until on 29 August 2007 when he returned to the starting line–up against Oldham Athletic in the second round of the League Cup, as the club won 3–0. Following this return, Caldwell regained his first team place in the centre–back and his captaincy for the next eight matches. This lasted until he suffered two separate injuries that saw him out for a month. It wasn't until on 22 December 2007 when Caldwell returned to the starting line–up