Or is it? Certainly that's what the caption states, and certainly the buildings indicate that the gallows are located correctly on Edinburgh's High Street, in front of Parliament Square, filled with the thousands of residents on hand to witness the execution of Scotland's most famous serial killer.
But according to an eyewitness account by the Professor of Anatomy Alexander Monro, all is not what it may appear. Edinburgh engravers were no fools: they knew that the best time to hawk their wares was right at the execution, when spectators could be relied upon to pay a penny for the souvenir. They therefore made up their engravings ahead of time, picturing the scene as they expected it to be on the time of the actual event. They also kept the face of the condemned man generic, so they could reuse the print for future execution. If we zoom in to the engraving, we can see that it might be anyone on the gallows.
In real life, it was definitely William Burke present at his own execution, and also at his own dissection, presided over by Professor Monro. And Monro took care to remove all ambiguity when he noted on a slip of paper, "This is written with the blood of Wm Burke, who was hanged at Edinburgh on 28th Jan. 1829 for the Murder of Mrs Campbell or Docherty. The blood was taken from his head on the 1st of Feb. 1829."