Burgess had a breakthrough season at Wellington under Rudan, as he evolved from substitute to regular starter for the Phoenix.
The 24-year-old attacking midfielder made 24 appearances for the Kiwi club as he flourished under Rudan's coaching.
Burgess is not the only player to have come across from the Nix to Western United, with Polish goalkeeper Filip Kurto having already joined the club.
So far Western United, based in Melbourne's West, has signed 16 players, with their debut season kicking off in early October.
Western United's squad so far:
Goalkeepers: Filip Kurto, James Delianov
Defenders: Josh Risdon, Ersan Gulum, Connor Chapman, Brendan Hamill, Aaron Calver, Dylan Pierias, Jonathan Aspropotamitis
Midfielders: Panagiotis Kone, Sebastian Pasquali, Valentino Yuel, Connor Pain, Josh Cavallo, Max Burgess
Strikers: Scott McDonald, Apostolos Stamatelopoulos