Burn setup the 2-0 Champions League win with a superb goal reminiscent of his header in last season's Carabao Cup final triumph.
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The defender said, "It’s huge. We wanted to respond from the weekend's performance. I thought we played well, controlled large parts of the game.
"Athletic Club pressed really well, but we're happy with the three points."
Burn, on his goal, also stated: "I've been due one for a while. When the ball came in, I decided I was going to head it as hard as I could. Luckily it went in the far corner, so I was happy with it.
"We'd been working on it. We knew we'd have a bit of space around the back. It was a good header."