Bourdy was born in Bordeaux. He turned professional in 2003. His cousin Nicolas Beaufils is also a professional golfer, who has played on the Challenge Tour.
Bourdy has played on the European Tour full-time since 2005, having previously competed on the second-tier Challenge Tour. Bourdy won his first European Tour event on 28 October 2007 at the Mallorca Classic. That win helped him to finish 39th on the European Tour's Order of Merit list, the first time he had broken the top 100. He has been the highest ranked French golfer on the Official World Golf Rankings.
Bourdy also has three victories on the Alps Tour, one of Europe's third-tier development tours, between 2003 and 2005, and won the South African PGA Championship on the Sunshine Tour in 2006. Bourdy was also a member of the France team that finished in 2nd place at the 2002 Eisenhower Trophy.
At the Lyoness Open in June 2015, Bourdy held a two-stroke advantage going into the final round, having led from day one. However, in the final round he shot a six-over-par 78 that included five bogeys and a double bogey to finish in a tie for sixth.
In 2016, Bourdy finished T18 at both the U.S. Open and the PGA Championship – his best finishes at major championships to date – and shared 21st place at the Olympic Games in Brazil.