Dopaminergic neurons of the ventral midbrain fire high-frequency bursts when animals are presented with unexpected rewards, or stimuli that predict reward. To identify the afferents that can initiate bursting and establish therapeutic strategies for diseases affected by altered bursting, a mechanistic understanding of bursting is essential. Our results show that bursting is initiated by a specific interaction between the voltage sensitivity of NMDA receptors and voltage-gated ion channels that results in the activation of an intrinsic, action potential-independent, high-frequency membrane potential oscillation. We further show that the NMDA receptor is uniquely suited for this because of the rapid kinetics and voltage dependence imparted to it by Mg2+ ion block and unblock. This mechanism explains the discrete nature of bursting in dopaminergic cells and demonstrates how synaptic signals may be reshaped by local intrinsic properties of a neuron before influencing action potential generation.