Abstract Martian linear dune gullies are landforms consisting of parallel and often sinuous channels with distinct levees and pit‐shaped endings that occur in the mid‐latitudes on Mars. Recent observations link their formation to sublimating CO2 ${\text{CO}}{2}$‐ice blocks that slide downslope in early spring. Here we combine laboratory experiments in which we release CO2 ${\text{CO}}{2}$‐ice blocks on sandy slopes under Martian atmospheric pressure with observations of linear dune gullies on Russell crater mega dune to test this hypothesis. We show that, on steep slopes (> ${ >} $22.5° in our experiments) sublimating CO2 ${\text{CO}}{2}$‐ice blocks slide down‐slope, creating straight, shallow channels with indistinct levees. On more gentle slopes (< ${< } $22.5° in our experiments), sublimating CO2 ${\text{CO}}{2}$‐ice blocks burrow themself into the sand and slowly migrate downslope by excavating their surroundings by explosive gas‐driven sediment transport. The burrowing movement helps explain the formation of unique characteristics of linear dune gullies; high levees, deep channels, channel sinuosity, and pit‐shaped channel endings.