The closure was announced earlier this year when the firm said more people were choosing to shop online rather than place orders over the telephone.
Shop Direct owns brands including Littlewoods, Additions Direct, Very, Empire Stores and Marshall Ward.
The company and its predecessor Great Universal Stores have been a major employer in Burnley for over 30 years.
Sites in Sunderland and Newtown in Powys are also closing.
Shop Direct announced the three call centres were to close in January, with the loss of 1,500 jobs.
It said that over the past five years, its proportion of sales via online had increased from 18% to more than 60%.
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