Al-Zarnuj was born and lived in Zarnuj, a well-known town beyond the river Oxus in the present Turkistan Region of Kazakhstan. Burhan al-Din (proof of Din) or Burhan al-Islam (proof of Islam) al-Zarnuji were his agnomen, or moniker. Collections of biographies believed that his given name was al-Nu'man ibn Ibrahim.

He studied with many shaykhs including: Shaykh Burhān al-Dīn ‘Alī ibn Abī Bakr al-Marghīnānī (530–593 AH / 1135–1197 CE) author of Al-Hidāyah, Shaykh Abu al-Muhamid Qawaduddin Hammad ibn Ibrahim al-Saffar; the great Shaykh Hasan ibn Mansur Qadiykhani; and others.