James Tarkowski admitted it was a disappointing afternoon in Newcastle, as the Clarets' five match unbeaten run came to an end, as United ran out 1-0 winners at St James' Park.
Callum Wilson's first-half strike, which was checked by VAR for a possible foul on Nick Pope in the build-up, was the difference between the two sides in a tight contest.
And Tarkowski believes the Clarets were unlucky to come away empty handed from the North East, as the Magpies secured their first victory of the season.
Tarkowski, who captained the side in absence of Ben Mee, said: “I’d say it’s probably a difficult one to take, it was a close game, I thought we dominated more of the game than they did.
“They have a huge following behind them at the moment, pushing them on, but I thought it was a good performance from us really.
“We created chances, Vyds (Vydra) was in a good position late on in the first-half, then Jay’s (Rodriguez) was half a yard away.
“So, we’re getting in the right areas, we just have to tidy up on those little details to get the ball in the back of the net.”
“It’s just them fine margins at the minute, just aren’t going our way.”
The result sees Sean Dyche's side remain 18th in the table, level on points with Norwich City and Newcastle, just three points behind Watford.
And the centre-back believes there is plenty more time to put things right and seal more points to climb out the relegation zone.
“Today’s just three points for them and none for us, it’s not the end of the world.
“It’s still early on in the season, there’s plenty of time to put things right and get points on the board.
“It’s disappointing, but we move on to next weekend back at home, before another home game after that.
“Hopefully those margins fall in our favour sooner rather than later.”