Winter, which falls between November to February, is the best time to visit Dubai and the Burj Khalifa. Bear in mind that this is also the peak tourist season in Dubai. Additionally, if you're interested in seeing the sunset from the top of Burj Khalifa, you'll need to plan your visit for late afternoon or early evening. However, the sunset is a popular time to visit, so you may want to arrive early to ensure you get a good spot.