The 21-year-old Denmark international was part of a youthful Gunners side which went down 2-0 at Turf Moor in the Carling Cup back in December.
"What happened in the League Cup against Burnley was bad. I was very disappointed with myself after that game," he said.
"I had three clear chances - from which I should have scored two, if not three.
"When your finishing is not as good as it should be, it annoys you - especially when we have six or seven one-on-ones and don't score any of them.
"But it will be a new game, and if we get the same chances I am sure we will put them in this time."