George Boyd rued the chance to claim the scalp of Manchester City but believes the Clarets are improving away from their Turf Moor stronghold.
A 2-1 defeat at City on Monday means Sean Dyche's side is still to add to the single away point they have accrued so far from a 0-0 draw at Manchester United in October.
City played the final hour with 10 men following the dismissal of Fernandinho and survived a late fightback after Ben Mee had scored his first goal of the season to get Burnley back in the hunt.
But quick-fire strikes from Gael Clichy and substitute Sergio Aguero early in the second half gave City enough to hang onto as they moved back into the Premier League's top three.
"We probably see it as an opportunity missed. It was a great chance to come to the Etihad and get a win," admitted Boyd.
"We were very good in the last 20 minutes and I thought we played really well in the first half as well.
"Maybe it was just 15-20 minutes at the start of the second half they were on top a bit and we conceded two soft goals.
"We reacted well and it's just disappointing we didn't get something out the game.
"You won't get many opportunities when they are down to 10 man and you get the opportunity to win here, so it's disappointing. But there a lot of positives today."
The Clarets - who retained 11th place in the table following their back-to-back home wins over Christmas - have lost by just a single goal on each of their last three away trips.
And again at City they proved they are no longer a soft touch away from home.
"We are getting better and better," added Boyd. "Since the second half at West Ham and we played really well at Tottenham and then again here, so we are going better as the season goes on.
"Coming to places like Manchester City and playing as we did is only a positive. I think it shows how far we've come."