We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrtε \rightarrow 0$ and the covariance operator $Q_ε$ is convergent to $(-Δ)^{\frac 1 2}$ and prove a large deviations principle for solutions, uniformly with respect to the initial value of equation. Furthermore, we set $Q_ε$ to be a trace class operator and converge to $(-Δ)^{\fracα{2}}$ with $α<1$ in a suitable way such that the invariant measures exist. Then, we prove the large deviations principle for the invariant measures of stochastic Burgers equations.