Palace were leading late on at Sheffield United a fortnight ago only to lose and Burley was frustrated to see history repeat itself in the 2-1 defeat at Leeds.
He said: "We are improving but I am disappointed we got nothing out of the game.
"In the last couple of away games we've got our noses in front and played really well, but we encouraged too much pressure from the opposition and that is something we have to be better at.
"We created some good chances and a second goal would maybe have finished the game but we didn't manage to score again and conceded two late goals.
"The Leeds crowd were fantastic. They were urging the ball into our net."